+39.0%
CI vs OSCR
-8.3%
+47.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.0% |
| 7D | -2.0% | +10.7% | -12.7% | -2.6% |
| 30D | -1.8% | +18.3% | -20.1% | -2.8% |
| 3M | -4.2% | +20.5% | -24.7% | -5.4% |
| 6M | +2.7% | +138.5% | -135.8% | -2.5% |
| YTD | +1.9% | +129.7% | -127.8% | -3.1% |
| 1Y | -6.3% | +62.8% | -69.0% | -9.8% |
| 3Y | +3.9% | +411.8% | -407.9% | -5.8% |
| 5Y | +41.9% | +99.9% | -58.1% | +29.8% |
| All | +39.0% | -8.3% | +47.3% | +25.2% |
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