-19.4%
CCL vs OSCR
-9.0%
-10.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | -3.2% | +1.6% | -4.8% | -3.5% |
| 30D | -17.8% | +10.7% | -28.5% | -19.4% |
| 3M | -18.7% | +13.4% | -32.0% | -21.1% |
| 6M | -11.4% | +144.6% | -156.0% | -26.5% |
| YTD | -24.3% | +128.0% | -152.4% | -36.7% |
| 1Y | -28.8% | +68.7% | -97.5% | -38.4% |
| 3Y | +49.3% | +398.8% | -349.5% | -12.7% |
| 5Y | +1.6% | +87.3% | -85.7% | -40.1% |
| All | -19.4% | -9.0% | -10.4% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling