+14.2%
OMC vs CRL
+37.9%
-23.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.2% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -4.8% | +5.0% | -9.8% | -5.9% |
| 3M | +9.2% | +50.6% | -41.4% | -0.3% |
| 6M | -2.5% | +60.9% | -63.4% | -12.9% |
| YTD | +2.6% | +40.7% | -38.2% | -5.9% |
| 1Y | +5.9% | +73.3% | -67.4% | -7.2% |
| 3Y | +14.2% | +40.6% | -26.4% | -1.3% |
| All | +14.2% | +37.9% | -23.7% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling