+1,929.4%
CLS vs OMC
+57.3%
+1,872.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | +1.6% | +1.2% | +2.2% |
| 30D | -30.1% | +15.3% | -45.4% | -34.9% |
| 3M | -21.7% | +4.5% | -26.2% | -24.1% |
| 6M | -36.2% | +20.8% | -57.0% | -43.0% |
| YTD | -17.8% | +13.5% | -31.3% | -26.1% |
| 1Y | -26.8% | +25.2% | -52.0% | -38.0% |
| 3Y | +853.4% | +30.5% | +822.9% | +648.5% |
| 5Y | +2,005.0% | +52.7% | +1,952.4% | +1,355.7% |
| 10Y | +1,929.4% | +55.2% | +1,874.2% | +1,219.5% |
| All | +1,929.4% | +57.3% | +1,872.1% | +1,219.5% |
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