+30.3%
CLX vs OMC
+51.0%
-20.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | +8.5% | -0.3% | +8.8% | +8.6% |
| 30D | +30.0% | +10.6% | +19.3% | +28.4% |
| 3M | +3.8% | +2.6% | +1.2% | +3.4% |
| 6M | +24.6% | +16.6% | +8.0% | +22.3% |
| YTD | +12.8% | +10.9% | +1.9% | +11.0% |
| 1Y | +8.6% | +22.1% | -13.5% | +5.7% |
| 3Y | -8.6% | +27.5% | -36.1% | -11.9% |
| 5Y | -21.8% | +50.6% | -72.4% | -26.1% |
| All | +30.3% | +51.0% | -20.7% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling