-15.8%
CLF vs OSCR
-9.0%
-6.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | -3.5% | +1.6% | -5.1% | -3.7% |
| 30D | -1.6% | +10.7% | -12.2% | -2.7% |
| 3M | -12.0% | +13.4% | -25.4% | -13.7% |
| 6M | +30.0% | +144.6% | -114.6% | +16.1% |
| YTD | -9.2% | +128.0% | -137.2% | -18.6% |
| 1Y | +2.3% | +68.7% | -66.4% | -6.0% |
| 3Y | -14.4% | +398.8% | -413.2% | -37.2% |
| 5Y | -48.3% | +87.3% | -135.6% | -62.8% |
| All | -15.8% | -9.0% | -6.9% | -19.5% |
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 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