-29.6%
CLS vs OMC
+24.5%
-54.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.2% | -14.3% | -7.7% |
| 7D | -21.1% | +12.5% | -33.7% | -18.7% |
| 30D | -38.2% | +16.3% | -54.5% | -35.9% |
| 3M | -36.3% | +8.1% | -44.4% | -34.4% |
| 6M | -43.8% | +17.2% | -61.0% | -41.1% |
| YTD | -20.0% | +11.8% | -31.8% | -18.4% |
| 1Y | -29.6% | +23.9% | -53.5% | -26.2% |
| All | -29.6% | +24.5% | -54.1% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling