+38.8%
CFG vs OSCR
+75.7%
-36.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +5.8% | -4.3% | +1.1% |
| 30D | -3.8% | +7.1% | -10.9% | -4.4% |
| 3M | +11.5% | +36.7% | -25.2% | +8.8% |
| 6M | +19.2% | +114.3% | -95.1% | +11.2% |
| YTD | +23.7% | +124.4% | -100.7% | +14.8% |
| 1Y | +38.8% | +75.5% | -36.6% | +30.0% |
| All | +38.8% | +75.7% | -36.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling