+3,231.7%
CLS vs OMC
+531.5%
+2,700.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.3% |
| 7D | +4.6% | -6.4% | +11.0% | +9.1% |
| 30D | -13.9% | +1.1% | -15.0% | -14.7% |
| 3M | -26.6% | +10.4% | -37.0% | -32.0% |
| 6M | +15.4% | -1.7% | +17.1% | +13.9% |
| YTD | +5.7% | +4.4% | +1.2% | -2.7% |
| 1Y | +41.1% | +8.4% | +32.7% | +24.1% |
| 3Y | +1,228.6% | +14.4% | +1,214.2% | +986.0% |
| 5Y | +3,240.6% | +33.9% | +3,206.8% | +2,292.8% |
| 10Y | +2,760.3% | +34.9% | +2,725.5% | +1,817.8% |
| All | +3,231.7% | +531.5% | +2,700.2% | +634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling