+20.2%
CLF vs OSCR
+104.5%
-84.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +8.6% | -17.8% | -9.5% |
| 7D | -7.9% | +15.5% | -23.3% | -8.5% |
| 30D | +5.2% | +8.5% | -3.3% | +4.8% |
| 3M | +4.3% | +15.8% | -11.5% | +3.2% |
| 6M | +25.3% | +89.5% | -64.2% | +15.2% |
| YTD | -3.3% | +144.9% | -148.2% | -15.9% |
| 1Y | +20.2% | +105.1% | -84.8% | +7.6% |
| All | +20.2% | +104.5% | -84.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling