+3,032.4%
CLS vs OMC
+33.0%
+2,999.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.7% |
| 7D | +20.1% | -4.2% | +24.3% | +22.5% |
| 30D | +6.0% | -7.5% | +13.5% | +9.7% |
| 3M | -10.3% | +4.6% | -14.9% | -13.3% |
| 6M | +24.5% | -4.8% | +29.3% | +25.3% |
| YTD | +12.9% | -1.0% | +13.9% | +9.1% |
| 1Y | +36.7% | +3.8% | +32.8% | +26.4% |
| 3Y | +1,328.1% | +10.2% | +1,317.9% | +1,130.5% |
| 5Y | +3,682.3% | +29.7% | +3,652.6% | +2,761.3% |
| All | +3,032.4% | +33.0% | +2,999.4% | +2,096.8% |
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 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