+55.5%
OMC vs CVE
+136.7%
-81.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +5.4% | -10.1% | +15.4% | +7.2% |
| 30D | +15.7% | -12.1% | +27.8% | +18.0% |
| 3M | +4.9% | -1.9% | +6.8% | +4.7% |
| 6M | +17.3% | -1.8% | +19.1% | +16.3% |
| YTD | +13.0% | +65.8% | -52.8% | +1.2% |
| 1Y | +24.1% | +60.8% | -36.8% | +11.6% |
| 3Y | +31.2% | +70.1% | -38.9% | +14.5% |
| 5Y | +53.4% | +134.8% | -81.4% | +21.7% |
| 10Y | +55.5% | +130.1% | -74.6% | -4.3% |
| All | +55.5% | +136.7% | -81.1% | -4.3% |
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