+1,312.5%
CLS vs OMC
+12.9%
+1,299.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +5.9% |
| 7D | +12.8% | -5.8% | +18.5% | +13.6% |
| 30D | +3.8% | -4.8% | +8.6% | +4.4% |
| 3M | -14.6% | +9.2% | -23.9% | -15.8% |
| 6M | +32.2% | -2.5% | +34.7% | +32.6% |
| YTD | +11.6% | +2.6% | +9.1% | +11.0% |
| 1Y | +35.1% | +5.9% | +29.1% | +32.3% |
| 3Y | +1,312.5% | +14.2% | +1,298.4% | +1,103.1% |
| All | +1,312.5% | +12.9% | +1,299.7% | +1,103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling