+71.8%
CF vs OSCR
+402.4%
-330.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.7% |
| 7D | -0.9% | +10.7% | -11.6% | -1.0% |
| 30D | +18.1% | +18.3% | -0.2% | +18.0% |
| 3M | +23.4% | +20.5% | +2.8% | +23.2% |
| 6M | +17.1% | +138.5% | -121.4% | +16.2% |
| YTD | +76.2% | +129.7% | -53.5% | +74.7% |
| 1Y | +62.3% | +62.8% | -0.5% | +62.0% |
| 3Y | +71.8% | +411.8% | -340.0% | +58.0% |
| All | +71.8% | +402.4% | -330.6% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling