+696.9%
CLF vs OMC
+6,006.3%
-5,309.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.2% |
| 7D | +7.6% | -6.4% | +14.0% | +11.1% |
| 30D | -1.2% | +1.1% | -2.3% | -2.5% |
| 3M | -13.4% | +10.4% | -23.8% | -19.3% |
| 6M | +15.4% | -1.7% | +17.1% | +14.5% |
| YTD | -5.9% | +4.4% | -10.3% | -11.7% |
| 1Y | +18.8% | +8.4% | +10.4% | +7.8% |
| 3Y | -19.4% | +14.4% | -33.8% | -30.5% |
| 5Y | -47.7% | +33.9% | -81.6% | -59.3% |
| 10Y | +130.4% | +34.9% | +95.5% | +78.4% |
| All | +696.9% | +6,006.3% | -5,309.4% | +230.1% |
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