-51.4%
CLF vs OMC
+49.2%
-100.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -19.6% | +6.3% | -25.9% | -21.9% |
| 30D | -5.0% | +15.4% | -20.3% | -11.4% |
| 3M | -6.3% | +5.8% | -12.1% | -9.8% |
| 6M | +2.8% | +14.7% | -11.9% | -5.7% |
| YTD | -13.7% | +10.3% | -24.0% | -20.3% |
| 1Y | +13.6% | +23.2% | -9.7% | -2.2% |
| 3Y | -34.0% | +24.6% | -58.6% | -46.6% |
| All | -51.4% | +49.2% | -100.6% | -68.8% |
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