+57.0%
OMC vs CVE
+132.7%
-75.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +6.8% | -10.0% | +16.8% | +8.6% |
| 30D | +16.2% | -11.9% | +28.0% | +18.3% |
| 3M | +6.0% | -5.9% | +12.0% | +6.6% |
| 6M | +17.7% | -1.6% | +19.3% | +16.7% |
| YTD | +13.5% | +66.3% | -52.8% | +1.6% |
| 1Y | +27.2% | +57.5% | -30.3% | +14.9% |
| 3Y | +30.4% | +65.4% | -35.0% | +14.4% |
| 5Y | +53.5% | +144.2% | -90.7% | +20.9% |
| 10Y | +57.0% | +135.5% | -78.5% | -3.3% |
| All | +57.0% | +132.7% | -75.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling