-39.9%
CLX vs OSCR
-11.8%
-28.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.1% |
| 7D | -4.9% | +4.7% | -9.6% | -5.1% |
| 30D | -15.8% | +14.8% | -30.6% | -16.2% |
| 3M | -7.9% | +16.7% | -24.6% | -8.5% |
| 6M | -19.0% | +127.5% | -146.6% | -21.1% |
| YTD | -7.9% | +121.0% | -129.0% | -10.3% |
| 1Y | -25.4% | +58.4% | -83.8% | -26.9% |
| 3Y | -35.0% | +392.4% | -427.4% | -39.1% |
| 5Y | -36.8% | +80.5% | -117.2% | -41.2% |
| All | -39.9% | -11.8% | -28.1% | -43.1% |
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