+101.0%
CB vs OSCR
+89.4%
+11.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | -2.8% | +1.1% | -3.8% | -2.8% |
| 30D | -2.4% | +16.5% | -18.9% | -2.9% |
| 3M | +2.8% | +17.0% | -14.2% | +2.2% |
| 6M | +4.8% | +145.0% | -140.2% | +1.7% |
| YTD | +9.2% | +126.7% | -117.6% | +6.1% |
| 1Y | +22.8% | +67.2% | -44.4% | +20.2% |
| 3Y | +71.1% | +405.1% | -334.0% | +58.0% |
| 5Y | +101.0% | +86.2% | +14.8% | +84.3% |
| All | +101.0% | +89.4% | +11.6% | +84.3% |
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