+199.2%
CF vs OSCR
-11.3%
+210.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +5.4% | -3.7% | +9.1% | +5.5% |
| 30D | +6.5% | -5.5% | +12.0% | +6.6% |
| 3M | +4.6% | +7.9% | -3.2% | +4.1% |
| 6M | -3.3% | +34.6% | -37.9% | -4.9% |
| YTD | +63.9% | +122.3% | -58.4% | +57.2% |
| 1Y | +50.4% | +111.5% | -61.1% | +44.4% |
| 3Y | +68.2% | +349.2% | -281.0% | +48.6% |
| 5Y | +113.8% | +162.2% | -48.4% | +86.4% |
| All | +199.2% | -11.3% | +210.4% | +183.7% |
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