+1,249.5%
CLS vs OSCR
+398.9%
+850.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.8% |
| 7D | +5.0% | +1.1% | +3.9% | +4.8% |
| 30D | +4.8% | +16.5% | -11.7% | +2.9% |
| 3M | -10.4% | +17.0% | -27.4% | -12.0% |
| 6M | +20.8% | +145.0% | -124.2% | +8.1% |
| YTD | +10.0% | +126.7% | -116.7% | -1.1% |
| 1Y | +28.5% | +67.2% | -38.7% | +17.7% |
| All | +1,249.5% | +398.9% | +850.5% | +906.2% |
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