+52.7%
OMC vs CRL
-12.2%
+64.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +1.6% | +5.0% | -3.5% | +0.5% |
| 30D | +15.3% | +13.5% | +1.8% | +11.5% |
| 3M | +4.5% | +21.5% | -17.0% | -0.8% |
| 6M | +20.8% | +103.4% | -82.7% | +1.6% |
| YTD | +13.5% | +71.8% | -58.3% | -1.5% |
| 1Y | +25.2% | +97.5% | -72.3% | +5.3% |
| 3Y | +30.5% | +99.2% | -68.8% | +4.7% |
| 5Y | +52.7% | -12.1% | +64.8% | +41.0% |
| All | +52.7% | -12.2% | +64.9% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling