-51.7%
CLSK vs OSCR
-9.0%
-42.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.6% |
| 7D | +7.7% | +1.6% | +6.1% | +7.2% |
| 30D | +12.2% | +10.7% | +1.6% | +8.3% |
| 3M | -15.5% | +13.4% | -28.8% | -19.8% |
| 6M | +39.3% | +144.6% | -105.2% | +1.2% |
| YTD | +35.1% | +128.0% | -93.0% | -0.1% |
| 1Y | +34.0% | +68.7% | -34.6% | +8.0% |
| 3Y | +226.3% | +398.8% | -172.5% | +49.0% |
| 5Y | +6.4% | +87.3% | -80.9% | -43.9% |
| All | -51.7% | -9.0% | -42.7% | -49.2% |
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 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