+269.2%
OMC vs CVE
+89.9%
+179.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -6.4% | +2.5% | -8.9% | -6.9% |
| 30D | +1.1% | +16.7% | -15.6% | -2.0% |
| 3M | +10.4% | +9.3% | +1.1% | +7.8% |
| 6M | -1.7% | +43.6% | -45.3% | -9.6% |
| YTD | +4.4% | +93.6% | -89.1% | -9.8% |
| 1Y | +8.4% | +98.8% | -90.3% | -7.1% |
| 3Y | +14.4% | +73.6% | -59.2% | -1.4% |
| 5Y | +33.9% | +312.5% | -278.6% | -7.4% |
| 10Y | +34.9% | +161.0% | -126.2% | -13.2% |
| All | +269.2% | +89.9% | +179.2% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling