+2,806.9%
CLX vs OMC
+6,469.3%
-3,662.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +9.5% | +1.9% | +7.6% | +9.2% |
| 30D | +30.7% | +12.2% | +18.5% | +28.3% |
| 3M | +4.2% | +0.6% | +3.6% | +4.1% |
| 6M | +22.1% | +21.0% | +1.1% | +18.3% |
| YTD | +14.1% | +12.4% | +1.7% | +11.2% |
| 1Y | +10.3% | +25.4% | -15.1% | +5.6% |
| 3Y | -7.8% | +29.2% | -37.0% | -12.9% |
| 5Y | -20.8% | +52.6% | -73.4% | -28.0% |
| 10Y | +31.9% | +53.6% | -21.8% | +15.8% |
| All | +2,806.9% | +6,469.3% | -3,662.4% | +1,282.6% |
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 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