+11.1%
OMC vs CLBK
+52.3%
-41.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | -6.2% | -1.4% | -4.9% | -5.9% |
| 30D | -7.6% | +4.5% | -12.1% | -8.7% |
| 3M | +7.4% | +22.8% | -15.4% | +1.4% |
| 6M | +0.1% | +43.4% | -43.3% | -9.6% |
| YTD | +0.4% | +64.1% | -63.7% | -12.9% |
| 1Y | +7.8% | +67.6% | -59.8% | -7.5% |
| All | +11.1% | +52.3% | -41.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling