+67.0%
CARR vs OSCR
-9.0%
+76.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.4% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | -8.9% | +10.7% | -19.6% | -9.7% |
| 3M | -17.3% | +13.4% | -30.7% | -18.5% |
| 6M | -1.4% | +144.6% | -145.9% | -9.7% |
| YTD | +10.0% | +128.0% | -118.1% | +1.0% |
| 1Y | -6.4% | +68.7% | -75.0% | -12.4% |
| 3Y | +1.5% | +398.8% | -397.2% | -17.5% |
| 5Y | +9.3% | +87.3% | -78.0% | -14.3% |
| All | +67.0% | -9.0% | +76.0% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling