+47.8%
OMC vs CLBK
+66.9%
-19.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.8% | +1.1% | -6.9% | -6.2% |
| 30D | -4.8% | +7.8% | -12.6% | -7.7% |
| 3M | +9.2% | +23.9% | -14.6% | +0.2% |
| 6M | -2.5% | +42.3% | -44.8% | -15.5% |
| YTD | +2.6% | +65.4% | -62.8% | -16.7% |
| 1Y | +5.9% | +70.3% | -64.4% | -15.5% |
| 3Y | +14.2% | +54.5% | -40.3% | -8.4% |
| 5Y | +33.2% | +43.1% | -9.9% | +1.3% |
| All | +47.8% | +66.9% | -19.0% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling