-1.8%
CARR vs OSCR
+104.5%
-106.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | +0.2% |
| 7D | -0.7% | +15.5% | -16.1% | -1.2% |
| 30D | +0.3% | +8.5% | -8.2% | -0.1% |
| 3M | -14.9% | +15.8% | -30.7% | -15.4% |
| 6M | -14.9% | +89.5% | -104.4% | -19.0% |
| YTD | +7.0% | +144.9% | -137.9% | -0.7% |
| 1Y | -1.8% | +105.1% | -106.8% | -8.6% |
| All | -1.8% | +104.5% | -106.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling