+243.5%
OMC vs CRL
+1,633.2%
-1,389.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | +12.2% | +11.9% | +0.3% | +8.5% |
| 3M | +0.6% | +20.2% | -19.6% | -4.7% |
| 6M | +21.0% | +107.5% | -86.5% | -0.2% |
| YTD | +12.4% | +69.4% | -57.1% | -3.3% |
| 1Y | +25.4% | +99.7% | -74.3% | +3.6% |
| 3Y | +29.2% | +98.8% | -69.6% | +2.1% |
| 5Y | +52.6% | -12.4% | +65.0% | +42.9% |
| 10Y | +53.6% | +352.9% | -299.2% | -9.6% |
| All | +243.5% | +1,633.2% | -1,389.7% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling