+247.0%
OMC vs CRL
+1,657.4%
-1,410.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +1.6% | +5.0% | -3.5% | +0.3% |
| 30D | +15.3% | +13.5% | +1.8% | +11.1% |
| 3M | +4.5% | +21.5% | -17.0% | -1.3% |
| 6M | +20.8% | +103.4% | -82.7% | +0.1% |
| YTD | +13.5% | +71.8% | -58.3% | -2.7% |
| 1Y | +25.2% | +97.5% | -72.3% | +3.7% |
| 3Y | +30.5% | +99.2% | -68.8% | +3.0% |
| 5Y | +52.7% | -12.1% | +64.8% | +42.9% |
| 10Y | +55.2% | +359.2% | -304.0% | -9.0% |
| All | +247.0% | +1,657.4% | -1,410.3% | +62.0% |
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 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