+183.3%
CFG vs OSCR
+386.4%
-203.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.7% |
| 7D | -0.6% | +4.7% | -5.3% | -0.9% |
| 30D | -4.5% | +14.8% | -19.3% | -5.3% |
| 3M | +6.3% | +16.7% | -10.4% | +5.2% |
| 6M | +20.6% | +127.5% | -106.9% | +14.4% |
| YTD | +21.2% | +121.0% | -99.8% | +15.0% |
| 1Y | +38.2% | +58.4% | -20.2% | +32.6% |
| All | +183.3% | +386.4% | -203.0% | +107.1% |
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 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