+32.5%
OMC vs CRS
+1,358.7%
-1,326.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | -6.2% | -4.1% | -2.1% | -5.6% |
| 30D | -7.6% | -16.6% | +9.0% | -4.7% |
| 3M | +7.4% | -14.3% | +21.7% | +9.6% |
| 6M | +0.1% | +11.6% | -11.4% | -3.2% |
| YTD | +0.4% | +42.6% | -42.1% | -7.7% |
| 1Y | +7.8% | +81.8% | -74.1% | -6.7% |
| 3Y | +11.8% | +632.1% | -620.2% | -33.6% |
| 5Y | +32.5% | +1,401.6% | -1,369.2% | -39.5% |
| All | +32.5% | +1,358.7% | -1,326.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling