+41.0%
CLS vs OSCR
+64.1%
-23.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.5% |
| 7D | +10.9% | +1.6% | +9.3% | +10.8% |
| 30D | +2.1% | +10.7% | -8.6% | +0.9% |
| 3M | -10.2% | +13.4% | -23.5% | -11.2% |
| 6M | +30.4% | +144.6% | -114.2% | +18.7% |
| YTD | +17.2% | +128.0% | -110.8% | +7.3% |
| 1Y | +41.0% | +68.7% | -27.6% | +23.6% |
| All | +41.0% | +64.1% | -23.1% | +23.6% |
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