+64.8%
CF vs OSCR
+400.3%
-335.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +2.6% |
| 7D | +4.8% | +3.3% | +1.5% | +4.7% |
| 30D | +9.7% | +0.3% | +9.4% | +9.7% |
| 3M | +1.2% | +21.0% | -19.7% | +1.1% |
| 6M | +7.4% | +57.1% | -49.7% | +6.9% |
| YTD | +60.5% | +132.9% | -72.4% | +59.1% |
| 1Y | +50.7% | +129.1% | -78.3% | +49.3% |
| 3Y | +64.8% | +370.7% | -305.9% | +55.2% |
| All | +64.8% | +400.3% | -335.5% | +55.2% |
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 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