+30.9%
CL vs OMC
+15.0%
+15.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.1% |
| 7D | -2.2% | -6.4% | +4.2% | -1.3% |
| 30D | -4.8% | +1.1% | -5.9% | -5.0% |
| 3M | +4.9% | +10.4% | -5.5% | +3.4% |
| 6M | -5.7% | -1.7% | -4.0% | -5.8% |
| YTD | +14.4% | +4.4% | +9.9% | +13.6% |
| 1Y | +8.7% | +8.4% | +0.3% | +7.1% |
| All | +30.9% | +15.0% | +15.9% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling