+223.6%
CF vs OSCR
-9.5%
+233.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -2.0% | +1.1% | -3.0% | -2.0% |
| 30D | +15.3% | +16.5% | -1.2% | +14.5% |
| 3M | +24.3% | +17.0% | +7.3% | +23.3% |
| 6M | +23.9% | +145.0% | -121.1% | +18.7% |
| YTD | +77.3% | +126.7% | -49.5% | +70.1% |
| 1Y | +58.7% | +67.2% | -8.6% | +53.9% |
| 3Y | +72.8% | +405.1% | -332.3% | +51.5% |
| 5Y | +228.8% | +86.2% | +142.6% | +191.2% |
| All | +223.6% | -9.5% | +233.1% | +207.1% |
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