-36.8%
CLX vs OMC
+29.1%
-65.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.6% |
| 7D | -4.9% | -4.2% | -0.7% | -4.3% |
| 30D | -15.8% | -7.5% | -8.3% | -14.7% |
| 3M | -7.9% | +4.6% | -12.6% | -8.6% |
| 6M | -19.0% | -4.8% | -14.2% | -18.6% |
| YTD | -7.9% | -1.0% | -6.9% | -8.1% |
| 1Y | -25.4% | +3.8% | -29.2% | -26.3% |
| 3Y | -35.0% | +10.2% | -45.2% | -37.1% |
| 5Y | -36.8% | +29.7% | -66.5% | -40.6% |
| All | -36.8% | +29.1% | -65.8% | -40.6% |
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