+2,277.8%
CLS vs OMC
+583.4%
+1,694.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.4% | +6.4% |
| 7D | -10.6% | +5.4% | -15.9% | -13.6% |
| 30D | -38.4% | +15.7% | -54.2% | -44.3% |
| 3M | -29.9% | +4.9% | -34.8% | -33.2% |
| 6M | -40.6% | +17.3% | -57.9% | -48.2% |
| YTD | -24.6% | +13.0% | -37.6% | -35.0% |
| 1Y | -30.8% | +24.1% | -54.9% | -44.3% |
| 3Y | +811.7% | +31.2% | +780.5% | +570.2% |
| 5Y | +1,838.4% | +53.4% | +1,785.1% | +1,149.0% |
| 10Y | +1,751.5% | +55.5% | +1,695.9% | +1,013.3% |
| All | +2,277.8% | +583.4% | +1,694.4% | +390.3% |
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