-19.6%
CCL vs OSCR
-11.8%
-7.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.5% |
| 7D | -4.4% | +4.7% | -9.1% | -5.3% |
| 30D | -18.2% | +14.8% | -33.0% | -20.4% |
| 3M | -17.7% | +16.7% | -34.4% | -20.6% |
| 6M | -13.0% | +127.5% | -140.5% | -26.8% |
| YTD | -24.5% | +121.0% | -145.5% | -36.5% |
| 1Y | -26.9% | +58.4% | -85.3% | -36.0% |
| 3Y | +50.8% | +392.4% | -341.7% | -11.7% |
| 5Y | -0.9% | +80.5% | -81.4% | -41.2% |
| All | -19.6% | -11.8% | -7.8% | -43.0% |
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