+23.9%
OMC vs CRL
+85.3%
-61.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.3% | +12.5% | +6.3% |
| 7D | +12.5% | -12.8% | +25.3% | +14.8% |
| 30D | +16.3% | +5.0% | +11.3% | +14.2% |
| 3M | +8.1% | +39.4% | -31.3% | -1.0% |
| 6M | +17.2% | +89.4% | -72.2% | -1.0% |
| YTD | +11.8% | +63.6% | -51.8% | -1.8% |
| 1Y | +23.9% | +83.5% | -59.5% | +8.5% |
| All | +23.9% | +85.3% | -61.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling