+25.2%
OMC vs CVE
+60.9%
-35.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | +0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +15.3% | -10.8% | +26.2% | +14.4% |
| 3M | +4.5% | -4.3% | +8.8% | +3.9% |
| 6M | +20.8% | -1.5% | +22.2% | +20.5% |
| YTD | +13.5% | +70.7% | -57.2% | +6.1% |
| 1Y | +25.2% | +58.1% | -32.9% | +17.2% |
| All | +25.2% | +60.9% | -35.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling