+0.6%
CF vs OSCR
+35.4%
-34.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | -0.2% |
| 7D | +4.8% | +1.3% | +3.5% | +5.0% |
| 30D | +4.7% | -9.5% | +14.2% | +4.1% |
| 3M | +7.4% | +0.9% | +6.5% | +7.4% |
| 6M | +0.6% | +31.5% | -30.9% | +1.1% |
| All | +0.6% | +35.4% | -34.8% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling