+24.5%
CMS vs OSCR
+96.8%
-72.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | -4.1% | +10.7% | -14.8% | -4.4% |
| 3M | -7.1% | +13.4% | -20.4% | -7.5% |
| 6M | -10.1% | +144.6% | -154.6% | -12.4% |
| YTD | -1.7% | +128.0% | -129.8% | -4.2% |
| 1Y | -3.4% | +68.7% | -72.0% | -5.3% |
| 3Y | +31.6% | +398.8% | -367.2% | +22.6% |
| All | +24.5% | +96.8% | -72.3% | +16.8% |
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