+5,838.5%
OMC vs CRS
+9,808.7%
-3,970.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.9% |
| 7D | -5.8% | -3.1% | -2.7% | -5.0% |
| 30D | -4.8% | -19.6% | +14.8% | +0.4% |
| 3M | +9.2% | -8.1% | +17.3% | +10.6% |
| 6M | -2.5% | +18.6% | -21.1% | -8.1% |
| YTD | +2.6% | +45.9% | -43.3% | -9.0% |
| 1Y | +5.9% | +82.5% | -76.5% | -12.5% |
| 3Y | +14.2% | +648.9% | -634.7% | -38.0% |
| 5Y | +33.2% | +1,438.1% | -1,404.9% | -42.8% |
| 10Y | +33.4% | +1,327.0% | -1,293.6% | -48.1% |
| All | +5,838.5% | +9,808.7% | -3,970.2% | +1,045.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling