+10.3%
CLX vs OMC
+24.0%
-13.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | +9.5% | +1.9% | +7.6% | +9.1% |
| 30D | +30.7% | +12.2% | +18.5% | +27.6% |
| 3M | +4.2% | +0.6% | +3.6% | +3.5% |
| 6M | +22.1% | +21.0% | +1.1% | +18.8% |
| YTD | +14.1% | +12.4% | +1.7% | +12.5% |
| 1Y | +10.3% | +25.4% | -15.1% | +6.3% |
| All | +10.3% | +24.0% | -13.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling