+97.4%
CFG vs OSCR
-9.0%
+106.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | -4.6% | +10.7% | -15.3% | -5.4% |
| 3M | +6.7% | +13.4% | -6.7% | +5.4% |
| 6M | +22.1% | +144.6% | -122.4% | +13.8% |
| YTD | +23.2% | +128.0% | -104.9% | +15.1% |
| 1Y | +40.3% | +68.7% | -28.4% | +33.0% |
| 3Y | +187.9% | +398.8% | -210.9% | +138.0% |
| 5Y | +102.0% | +87.3% | +14.7% | +61.4% |
| All | +97.4% | -9.0% | +106.4% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling