+120.2%
CB vs OSCR
-10.4%
+130.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +5.8% | -5.4% | +0.3% |
| 30D | -3.1% | +7.1% | -10.2% | -3.3% |
| 3M | +9.0% | +36.7% | -27.7% | +7.9% |
| 6M | +2.9% | +114.3% | -111.4% | +0.5% |
| YTD | +10.1% | +124.4% | -114.3% | +7.4% |
| 1Y | +22.8% | +75.5% | -52.7% | +20.3% |
| 3Y | +73.8% | +390.1% | -316.3% | +62.5% |
| 5Y | +99.2% | +77.1% | +22.1% | +83.2% |
| All | +120.2% | -10.4% | +130.6% | +104.4% |
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 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