+35.0%
CL vs OSCR
-8.3%
+43.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -1.4% | +10.7% | -12.0% | -1.5% |
| 30D | -5.2% | +18.3% | -23.5% | -5.5% |
| 3M | +3.3% | +20.5% | -17.2% | +3.0% |
| 6M | -4.4% | +138.5% | -142.9% | -5.7% |
| YTD | +13.9% | +129.7% | -115.8% | +12.4% |
| 1Y | +7.6% | +62.8% | -55.1% | +6.6% |
| 3Y | +29.6% | +411.8% | -382.2% | +25.3% |
| 5Y | +28.1% | +99.9% | -71.9% | +22.3% |
| All | +35.0% | -8.3% | +43.3% | +22.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling