+199.6%
CF vs OSCR
-13.8%
+213.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | +4.8% | +1.3% | +3.5% | +4.7% |
| 30D | +4.7% | -9.5% | +14.2% | +5.0% |
| 3M | +7.4% | +0.9% | +6.5% | +7.2% |
| 6M | +0.6% | +31.5% | -30.9% | -1.0% |
| YTD | +64.1% | +116.1% | -52.0% | +57.5% |
| 1Y | +51.4% | +122.6% | -71.2% | +44.8% |
| 3Y | +67.8% | +356.6% | -288.8% | +47.9% |
| 5Y | +114.1% | +154.9% | -40.8% | +86.8% |
| All | +199.6% | -13.8% | +213.3% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling