+1,914.6%
CLS vs OMC
+53.0%
+1,861.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.0% |
| 7D | +16.3% | +1.9% | +14.4% | +15.3% |
| 30D | -25.7% | +12.2% | -37.9% | -30.0% |
| 3M | -30.9% | +0.6% | -31.5% | -31.9% |
| 6M | -35.5% | +21.0% | -56.5% | -42.4% |
| YTD | -18.7% | +12.4% | -31.1% | -26.6% |
| 1Y | -17.9% | +25.4% | -43.3% | -30.7% |
| 3Y | +838.1% | +29.2% | +808.9% | +638.7% |
| 5Y | +1,971.9% | +52.6% | +1,919.3% | +1,328.6% |
| All | +1,914.6% | +53.0% | +1,861.6% | +1,212.4% |
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