+5,315.6%
CL vs OMC
+6,349.1%
-1,033.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | +1.3% | +6.3% | -5.0% | 0.0% |
| 30D | +11.4% | +15.4% | -4.0% | +7.9% |
| 3M | +4.4% | +5.8% | -1.3% | +3.0% |
| 6M | +10.8% | +14.7% | -3.9% | +7.1% |
| YTD | +25.1% | +10.3% | +14.8% | +21.1% |
| 1Y | +28.0% | +23.2% | +4.7% | +20.7% |
| 3Y | +37.6% | +24.6% | +13.0% | +27.6% |
| 5Y | +39.7% | +50.1% | -10.4% | +21.8% |
| 10Y | +75.8% | +54.3% | +21.5% | +46.6% |
| All | +5,315.6% | +6,349.1% | -1,033.4% | +1,905.5% |
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 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