+84.9%
CL vs OMC
+56.4%
+28.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.6% | +6.8% | -4.2% | +1.3% |
| 30D | +11.8% | +16.2% | -4.4% | +8.6% |
| 3M | +5.9% | +6.0% | -0.1% | +4.6% |
| 6M | +13.3% | +17.7% | -4.4% | +9.6% |
| YTD | +27.1% | +13.5% | +13.7% | +23.1% |
| 1Y | +28.0% | +27.2% | +0.8% | +21.1% |
| 3Y | +39.4% | +30.4% | +9.0% | +29.3% |
| 5Y | +40.8% | +53.5% | -12.7% | +23.3% |
| 10Y | +84.9% | +57.0% | +27.9% | +53.1% |
| All | +84.9% | +56.4% | +28.5% | +53.1% |
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