+7.8%
OMC vs CRL
+73.3%
-65.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | -6.2% | -6.9% | +0.7% | -4.9% |
| 30D | -7.6% | -3.2% | -4.4% | -7.1% |
| 3M | +7.4% | +46.5% | -39.2% | -1.0% |
| 6M | +0.1% | +63.1% | -63.0% | -10.3% |
| YTD | +0.4% | +36.9% | -36.4% | -7.3% |
| 1Y | +7.8% | +78.1% | -70.3% | +1.7% |
| All | +7.8% | +73.3% | -65.5% | +1.7% |
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