-35.8%
CCI vs OSCR
-9.5%
-26.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | -4.4% | +1.1% | -5.4% | -4.5% |
| 30D | +0.3% | +16.5% | -16.2% | -0.7% |
| 3M | -20.0% | +17.0% | -37.0% | -20.9% |
| 6M | -14.5% | +145.0% | -159.5% | -19.3% |
| YTD | -14.9% | +126.7% | -141.6% | -19.5% |
| 1Y | -17.7% | +67.2% | -84.9% | -21.2% |
| 3Y | -12.4% | +405.1% | -417.5% | -25.2% |
| 5Y | -50.1% | +86.2% | -136.3% | -58.6% |
| All | -35.8% | -9.5% | -26.3% | -46.4% |
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