+219.3%
OMC vs CRL
+1,379.5%
-1,160.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | -6.4% | -1.0% | -5.4% | -6.2% |
| 30D | +1.1% | +10.7% | -9.5% | -1.4% |
| 3M | +10.4% | +55.3% | -44.9% | -1.2% |
| 6M | -1.7% | +60.7% | -62.4% | -13.5% |
| YTD | +4.4% | +44.6% | -40.2% | -5.8% |
| 1Y | +8.4% | +77.7% | -69.3% | -7.5% |
| 3Y | +14.4% | +37.6% | -23.2% | -0.6% |
| 5Y | +33.9% | -35.8% | +69.7% | +36.0% |
| 10Y | +34.9% | +241.7% | -206.9% | -14.4% |
| All | +219.3% | +1,379.5% | -1,160.2% | +56.7% |
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 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