+84.1%
CL vs OMC
+57.3%
+26.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +1.6% | -2.3% | -1.1% |
| 30D | +9.5% | +15.3% | -5.8% | +6.6% |
| 3M | +6.8% | +4.5% | +2.3% | +5.8% |
| 6M | +14.3% | +20.8% | -6.5% | +10.0% |
| YTD | +27.0% | +13.5% | +13.5% | +23.0% |
| 1Y | +26.3% | +25.2% | +1.0% | +19.8% |
| 3Y | +39.3% | +30.5% | +8.8% | +29.1% |
| 5Y | +41.5% | +52.7% | -11.2% | +24.1% |
| 10Y | +84.1% | +55.2% | +28.9% | +52.6% |
| All | +84.1% | +57.3% | +26.8% | +52.6% |
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