-12.8%
CLF vs OSCR
-10.4%
-2.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | +5.8% | +1.7% | +6.9% |
| 30D | -1.2% | +7.1% | -8.3% | -2.1% |
| 3M | -13.4% | +36.7% | -50.0% | -16.8% |
| 6M | +15.4% | +114.3% | -98.9% | +4.7% |
| YTD | -5.9% | +124.4% | -130.3% | -15.5% |
| 1Y | +18.8% | +75.5% | -56.6% | +8.7% |
| 3Y | -19.4% | +390.1% | -409.5% | -40.8% |
| 5Y | -47.7% | +77.1% | -124.8% | -62.1% |
| All | -12.8% | -10.4% | -2.4% | -16.4% |
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 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