+35.1%
OMC vs CVE
+317.2%
-282.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -6.4% | +2.5% | -8.9% | -6.8% |
| 30D | +1.1% | +16.7% | -15.6% | -1.2% |
| 3M | +10.4% | +9.3% | +1.1% | +8.5% |
| 6M | -1.7% | +43.6% | -45.3% | -8.1% |
| YTD | +4.4% | +93.6% | -89.1% | -7.5% |
| 1Y | +8.4% | +98.8% | -90.3% | -4.6% |
| 3Y | +14.4% | +73.6% | -59.2% | +0.6% |
| All | +35.1% | +317.2% | -282.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling