+3,847.9%
CLS vs OSCR
-11.8%
+3,859.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.5% |
| 7D | +20.1% | +4.7% | +15.4% | +19.6% |
| 30D | +6.0% | +14.8% | -8.7% | +4.5% |
| 3M | -10.3% | +16.7% | -27.0% | -11.7% |
| 6M | +24.5% | +127.5% | -103.0% | +13.7% |
| YTD | +12.9% | +121.0% | -108.2% | +3.0% |
| 1Y | +36.7% | +58.4% | -21.7% | +27.5% |
| 3Y | +1,328.1% | +392.4% | +935.7% | +1,042.7% |
| 5Y | +3,682.3% | +80.5% | +3,601.9% | +2,858.7% |
| All | +3,847.9% | -11.8% | +3,859.7% | +3,396.5% |
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 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