+32.5%
CL vs OSCR
-9.0%
+41.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | -2.2% | +1.6% | -3.8% | -2.2% |
| 30D | -6.0% | +10.7% | -16.7% | -6.1% |
| 3M | -2.3% | +13.4% | -15.7% | -2.6% |
| 6M | -2.0% | +144.6% | -146.5% | -3.3% |
| YTD | +11.8% | +128.0% | -116.2% | +10.3% |
| 1Y | +5.8% | +68.7% | -62.8% | +4.7% |
| 3Y | +25.9% | +398.8% | -372.9% | +21.8% |
| 5Y | +26.9% | +87.3% | -60.3% | +21.0% |
| All | +32.5% | -9.0% | +41.5% | +20.3% |
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