-47.8%
CLF vs OMC
+33.9%
-81.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.9% |
| 7D | +7.6% | -6.4% | +14.0% | +10.5% |
| 30D | -1.2% | +1.1% | -2.3% | -2.4% |
| 3M | -13.4% | +10.4% | -23.8% | -18.6% |
| 6M | +15.4% | -1.7% | +17.1% | +14.7% |
| YTD | -5.9% | +4.4% | -10.3% | -10.3% |
| 1Y | +18.8% | +8.4% | +10.4% | +9.5% |
| 3Y | -19.4% | +14.4% | -33.8% | -31.1% |
| All | -47.8% | +33.9% | -81.7% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling