-22.6%
CLX vs OMC
+53.9%
-76.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +13.6% | +6.8% | +6.8% | +12.3% |
| 30D | +29.1% | +16.2% | +12.9% | +25.6% |
| 3M | +1.6% | +6.0% | -4.4% | +0.4% |
| 6M | +18.7% | +17.7% | +1.0% | +15.3% |
| YTD | +11.1% | +13.5% | -2.4% | +8.1% |
| 1Y | +7.0% | +27.2% | -20.2% | +2.0% |
| 3Y | -10.0% | +30.4% | -40.4% | -15.6% |
| 5Y | -22.6% | +53.5% | -76.1% | -29.9% |
| All | -22.6% | +53.9% | -76.5% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling