+35.5%
CL vs OSCR
-10.4%
+45.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +5.8% | -8.0% | -2.3% |
| 30D | -4.8% | +7.1% | -11.9% | -5.0% |
| 3M | +4.9% | +36.7% | -31.7% | +4.4% |
| 6M | -5.7% | +114.3% | -120.0% | -6.9% |
| YTD | +14.4% | +124.4% | -110.0% | +12.9% |
| 1Y | +8.7% | +75.5% | -66.7% | +7.5% |
| 3Y | +30.0% | +390.1% | -360.1% | +25.7% |
| 5Y | +28.4% | +77.1% | -48.7% | +22.3% |
| All | +35.5% | -10.4% | +45.9% | +23.0% |
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 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