-41.3%
CORZ vs OSCR
+104.5%
-145.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +8.6% | -19.0% | -12.1% |
| 7D | -14.9% | +15.5% | -30.4% | -17.6% |
| 30D | -23.1% | +8.5% | -31.7% | -24.8% |
| 3M | -44.1% | +15.8% | -59.9% | -46.3% |
| 6M | -39.5% | +89.5% | -129.0% | -50.1% |
| YTD | -12.4% | +144.9% | -157.2% | -35.3% |
| 1Y | -41.3% | +105.1% | -146.4% | -55.2% |
| All | -41.3% | +104.5% | -145.8% | -55.2% |
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