+774.9%
CLS vs OMC
+31.4%
+743.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.4% | +7.8% |
| 7D | -10.6% | +5.4% | -15.9% | -10.7% |
| 30D | -38.4% | +15.7% | -54.2% | -38.9% |
| 3M | -29.9% | +4.9% | -34.8% | -29.8% |
| 6M | -40.6% | +17.3% | -57.9% | -41.3% |
| YTD | -24.6% | +13.0% | -37.6% | -25.1% |
| 1Y | -30.8% | +24.1% | -54.9% | -33.0% |
| All | +774.9% | +31.4% | +743.5% | +663.0% |
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