+28.5%
CLS vs OMC
+5.7%
+22.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.2% |
| 7D | +5.0% | -6.2% | +11.2% | +3.8% |
| 30D | +4.8% | -7.6% | +12.3% | +3.2% |
| 3M | -10.4% | +7.4% | -17.8% | -8.1% |
| 6M | +20.8% | +0.1% | +20.7% | +21.6% |
| YTD | +10.0% | +0.4% | +9.6% | +9.0% |
| 1Y | +28.5% | +7.8% | +20.8% | +31.2% |
| All | +28.5% | +5.7% | +22.8% | +31.2% |
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