-43.5%
CAG vs OSCR
+96.8%
-140.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -5.7% | +1.6% | -7.3% | -5.7% |
| 30D | -2.4% | +10.7% | -13.1% | -2.6% |
| 3M | +9.8% | +13.4% | -3.6% | +9.5% |
| 6M | -10.8% | +144.6% | -155.4% | -11.6% |
| YTD | -10.8% | +128.0% | -138.9% | -11.5% |
| 1Y | -19.0% | +68.7% | -87.6% | -19.5% |
| 3Y | -39.7% | +398.8% | -438.5% | -40.9% |
| All | -43.5% | +96.8% | -140.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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