+28.3%
CL vs OSCR
+92.3%
-64.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.4% |
| 7D | -2.3% | +4.7% | -7.0% | -2.4% |
| 30D | -5.5% | +14.8% | -20.3% | -5.7% |
| 3M | +0.8% | +16.7% | -15.8% | +0.5% |
| 6M | -4.2% | +127.5% | -131.7% | -5.7% |
| YTD | +13.4% | +121.0% | -107.6% | +11.6% |
| 1Y | +7.1% | +58.4% | -51.3% | +5.8% |
| 3Y | +29.0% | +392.4% | -363.4% | +23.6% |
| 5Y | +28.3% | +80.5% | -52.2% | +25.0% |
| All | +28.3% | +92.3% | -64.0% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling