+116.3%
CLF vs OMC
+32.3%
+84.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.6% |
| 7D | +6.5% | -5.8% | +12.3% | +10.0% |
| 30D | +0.2% | -4.8% | +5.1% | +2.6% |
| 3M | -3.1% | +9.2% | -12.3% | -10.2% |
| 6M | +25.0% | -2.5% | +27.5% | +24.4% |
| YTD | -7.5% | +2.6% | -10.0% | -13.1% |
| 1Y | +11.5% | +5.9% | +5.6% | +0.8% |
| 3Y | -13.7% | +14.2% | -27.9% | -29.1% |
| 5Y | -47.0% | +33.2% | -80.2% | -62.7% |
| 10Y | +116.3% | +33.4% | +82.9% | +44.6% |
| All | +116.3% | +32.3% | +84.1% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling