+51.2%
CMS vs OSCR
-8.3%
+59.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | +1.2% | +10.7% | -9.4% | +1.0% |
| 30D | -3.2% | +18.3% | -21.5% | -3.6% |
| 3M | -2.2% | +20.5% | -22.7% | -2.7% |
| 6M | -9.4% | +138.5% | -147.9% | -11.6% |
| YTD | +0.7% | +129.7% | -129.0% | -1.7% |
| 1Y | +0.4% | +62.8% | -62.4% | -1.4% |
| 3Y | +35.2% | +411.8% | -376.6% | +26.7% |
| 5Y | +24.1% | +99.9% | -75.8% | +15.5% |
| All | +51.2% | -8.3% | +59.5% | +40.1% |
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