+32.3%
OMC vs CRL
+244.4%
-212.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.2% | -4.6% | +0.4% | -3.2% |
| 30D | -7.5% | +0.5% | -8.0% | -7.7% |
| 3M | +4.6% | +46.6% | -42.0% | -4.7% |
| 6M | -4.8% | +57.3% | -62.1% | -15.4% |
| YTD | -1.0% | +39.5% | -40.6% | -9.6% |
| 1Y | +3.8% | +76.9% | -73.0% | -10.7% |
| 3Y | +10.2% | +39.4% | -29.1% | -3.9% |
| 5Y | +29.7% | -37.2% | +66.9% | +32.8% |
| 10Y | +32.3% | +253.4% | -221.1% | -13.8% |
| All | +32.3% | +244.4% | -212.1% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling