-14.4%
CLF vs OSCR
+401.8%
-416.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | -3.5% | +1.6% | -5.1% | -3.6% |
| 30D | -1.6% | +10.7% | -12.2% | -2.1% |
| 3M | -12.0% | +13.4% | -25.4% | -12.8% |
| 6M | +30.0% | +144.6% | -114.6% | +22.1% |
| YTD | -9.2% | +128.0% | -137.2% | -14.5% |
| 1Y | +2.3% | +68.7% | -66.4% | -2.8% |
| 3Y | -14.4% | +398.8% | -413.2% | -24.4% |
| All | -14.4% | +401.8% | -416.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling