+53.4%
CL vs OMC
+32.3%
+21.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -1.4% | -5.8% | +4.4% | -0.3% |
| 30D | -5.2% | -4.8% | -0.4% | -4.4% |
| 3M | +3.3% | +9.2% | -5.9% | +1.4% |
| 6M | -4.4% | -2.5% | -1.9% | -4.2% |
| YTD | +13.9% | +2.6% | +11.4% | +12.5% |
| 1Y | +7.6% | +5.9% | +1.7% | +5.4% |
| 3Y | +29.6% | +14.2% | +15.4% | +23.2% |
| 5Y | +28.1% | +33.2% | -5.2% | +15.1% |
| 10Y | +53.4% | +33.4% | +20.0% | +32.3% |
| All | +53.4% | +32.3% | +21.1% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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