+27.7%
CL vs OMC
+25.6%
+2.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +1.6% | -2.3% | -1.0% |
| 30D | +9.5% | +15.3% | -5.8% | +7.3% |
| 3M | +6.8% | +4.5% | +2.3% | +5.8% |
| 6M | +14.3% | +20.8% | -6.5% | +11.8% |
| YTD | +27.0% | +13.5% | +13.5% | +26.6% |
| All | +27.7% | +25.6% | +2.2% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling