-10.7%
CMG vs OSCR
+75.7%
-86.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.8% | +5.8% | -8.7% | -3.6% |
| 30D | +7.1% | +7.1% | 0.0% | +5.9% |
| 3M | +31.2% | +36.7% | -5.5% | +25.7% |
| 6M | +0.7% | +114.3% | -113.6% | -9.5% |
| YTD | -0.1% | +124.4% | -124.5% | -10.9% |
| 1Y | -10.7% | +75.5% | -86.2% | -16.4% |
| All | -10.7% | +75.7% | -86.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling