-41.2%
CLX vs OSCR
-9.0%
-32.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -5.7% | +1.6% | -7.3% | -5.7% |
| 30D | -17.0% | +10.7% | -27.7% | -17.3% |
| 3M | -9.7% | +13.4% | -23.0% | -10.1% |
| 6M | -19.8% | +144.6% | -164.4% | -22.0% |
| YTD | -9.8% | +128.0% | -137.9% | -12.2% |
| 1Y | -26.2% | +68.7% | -94.8% | -27.8% |
| 3Y | -36.2% | +398.8% | -435.0% | -40.2% |
| 5Y | -38.3% | +87.3% | -125.6% | -42.7% |
| All | -41.2% | -9.0% | -32.2% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling