+55.2%
OMC vs CVE
+144.4%
-89.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +15.3% | -10.8% | +26.2% | +17.3% |
| 3M | +4.5% | -4.3% | +8.8% | +4.7% |
| 6M | +20.8% | -1.5% | +22.2% | +19.8% |
| YTD | +13.5% | +70.7% | -57.2% | +1.1% |
| 1Y | +25.2% | +58.1% | -32.9% | +13.1% |
| 3Y | +30.5% | +69.8% | -39.4% | +14.0% |
| 5Y | +52.7% | +148.9% | -96.3% | +19.9% |
| 10Y | +55.2% | +143.5% | -88.3% | -4.8% |
| All | +55.2% | +144.4% | -89.2% | -4.8% |
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