-3.3%
CLX vs OMC
+35.0%
-38.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -5.9% | -6.2% | +0.4% | -5.1% |
| 30D | -17.0% | -7.6% | -9.5% | -16.3% |
| 3M | -9.6% | +7.4% | -17.0% | -10.3% |
| 6M | -21.5% | +0.1% | -21.7% | -21.6% |
| YTD | -8.8% | +0.4% | -9.2% | -9.2% |
| 1Y | -24.7% | +7.8% | -32.4% | -25.6% |
| 3Y | -35.6% | +11.8% | -47.5% | -37.0% |
| 5Y | -37.6% | +32.5% | -70.1% | -40.3% |
| All | -3.3% | +35.0% | -38.2% | -7.9% |
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