+79.6%
CME vs OSCR
+96.8%
-17.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -1.6% | +1.6% | -3.2% | -1.6% |
| 30D | +5.6% | +10.7% | -5.1% | +5.3% |
| 3M | +5.6% | +13.4% | -7.8% | +5.2% |
| 6M | -8.3% | +144.6% | -152.8% | -10.3% |
| YTD | +4.3% | +128.0% | -123.7% | +2.1% |
| 1Y | +9.1% | +68.7% | -59.6% | +7.3% |
| 3Y | +52.1% | +398.8% | -346.7% | +40.6% |
| All | +79.6% | +96.8% | -17.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling