-48.2%
CLF vs OSCR
+92.3%
-140.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.2% |
| 7D | -2.7% | +4.7% | -7.4% | -3.2% |
| 30D | -3.2% | +14.8% | -18.0% | -4.8% |
| 3M | -5.0% | +16.7% | -21.6% | -7.0% |
| 6M | +26.6% | +127.5% | -100.9% | +14.0% |
| YTD | -9.0% | +121.0% | -130.0% | -18.1% |
| 1Y | +11.8% | +58.4% | -46.6% | +3.4% |
| 3Y | -15.1% | +392.4% | -407.5% | -38.1% |
| 5Y | -48.2% | +80.5% | -128.7% | -66.5% |
| All | -48.2% | +92.3% | -140.5% | -66.5% |
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 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