+76.3%
CL vs OMC
+56.1%
+20.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +1.0% |
| 7D | +0.5% | +5.4% | -4.8% | -0.5% |
| 30D | +11.6% | +15.7% | -4.1% | +8.5% |
| 3M | +5.6% | +4.9% | +0.7% | +4.5% |
| 6M | +13.2% | +17.3% | -4.1% | +9.5% |
| YTD | +26.9% | +13.0% | +13.9% | +23.0% |
| 1Y | +27.3% | +24.1% | +3.3% | +21.0% |
| 3Y | +39.7% | +31.2% | +8.5% | +29.4% |
| 5Y | +41.3% | +53.4% | -12.0% | +23.8% |
| 10Y | +76.3% | +55.5% | +20.7% | +45.5% |
| All | +76.3% | +56.1% | +20.2% | +45.5% |
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