+425.9%
CORZ vs OSCR
+179.1%
+246.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -2.8% |
| 7D | +7.6% | +4.7% | +2.9% | +6.9% |
| 30D | -6.9% | +14.8% | -21.7% | -8.9% |
| 3M | -33.0% | +16.7% | -49.7% | -34.8% |
| 6M | +19.3% | +127.5% | -108.2% | +3.3% |
| YTD | +24.2% | +121.0% | -96.8% | +7.8% |
| 1Y | +24.5% | +58.4% | -33.9% | +11.5% |
| All | +425.9% | +179.1% | +246.8% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling