+2,336.0%
CLX vs OMC
+6,006.3%
-3,670.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.9% |
| 7D | -9.2% | -6.4% | -2.8% | -8.3% |
| 30D | -11.0% | +1.1% | -12.2% | -11.2% |
| 3M | +5.0% | +10.4% | -5.4% | +3.3% |
| 6M | -18.8% | -1.7% | -17.1% | -18.8% |
| YTD | -4.4% | +4.4% | -8.8% | -5.7% |
| 1Y | -21.9% | +8.4% | -30.3% | -23.5% |
| 3Y | -32.8% | +14.4% | -47.1% | -35.2% |
| 5Y | -34.6% | +33.9% | -68.4% | -39.3% |
| 10Y | -4.7% | +34.9% | -39.5% | -14.4% |
| All | +2,336.0% | +6,006.3% | -3,670.3% | +1,072.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling