+5,365.2%
CL vs OMC
+6,536.5%
-1,171.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +1.6% | -2.3% | -1.1% |
| 30D | +9.5% | +15.3% | -5.8% | +6.2% |
| 3M | +6.8% | +4.5% | +2.3% | +5.6% |
| 6M | +14.3% | +20.8% | -6.5% | +9.2% |
| YTD | +26.3% | +13.5% | +12.8% | +21.5% |
| 1Y | +25.6% | +25.2% | +0.3% | +18.0% |
| 3Y | +38.5% | +30.5% | +8.0% | +27.1% |
| 5Y | +40.7% | +52.7% | -12.0% | +22.3% |
| 10Y | +83.1% | +55.2% | +27.8% | +52.5% |
| All | +5,365.2% | +6,536.5% | -1,171.3% | +1,911.2% |
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