+4,850.5%
CL vs OMC
+6,006.3%
-1,155.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | -2.2% | -6.4% | +4.2% | -0.8% |
| 30D | -4.8% | +1.1% | -5.9% | -5.1% |
| 3M | +4.9% | +10.4% | -5.5% | +2.4% |
| 6M | -5.7% | -1.7% | -4.0% | -5.7% |
| YTD | +14.4% | +4.4% | +9.9% | +12.1% |
| 1Y | +8.7% | +8.4% | +0.3% | +5.5% |
| 3Y | +30.0% | +14.4% | +15.6% | +22.8% |
| 5Y | +28.4% | +33.9% | -5.5% | +14.8% |
| 10Y | +50.1% | +34.9% | +15.2% | +29.1% |
| All | +4,850.5% | +6,006.3% | -1,155.8% | +1,756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling