+141.4%
CMI vs OSCR
-9.0%
+150.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -0.7% | +1.6% | -2.3% | -0.8% |
| 30D | -12.4% | +10.7% | -23.1% | -13.1% |
| 3M | -14.8% | +13.4% | -28.1% | -15.8% |
| 6M | +0.8% | +144.6% | -143.8% | -6.3% |
| YTD | +10.2% | +128.0% | -117.9% | +2.8% |
| 1Y | +37.4% | +68.7% | -31.2% | +29.9% |
| 3Y | +153.3% | +398.8% | -245.5% | +114.7% |
| 5Y | +167.6% | +87.3% | +80.3% | +123.7% |
| All | +141.4% | -9.0% | +150.3% | +106.3% |
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 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