+96.1%
CFG vs OSCR
-8.3%
+104.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | +2.7% | +10.7% | -8.0% | +1.9% |
| 30D | -3.7% | +18.3% | -22.0% | -4.9% |
| 3M | +9.5% | +20.5% | -11.0% | +7.8% |
| 6M | +22.2% | +138.5% | -116.3% | +14.1% |
| YTD | +22.3% | +129.7% | -107.4% | +14.3% |
| 1Y | +39.4% | +62.8% | -23.3% | +32.5% |
| 3Y | +188.5% | +411.8% | -223.3% | +138.0% |
| 5Y | +101.5% | +99.9% | +1.6% | +60.8% |
| All | +96.1% | -8.3% | +104.4% | +56.9% |
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