+420.1%
CORZ vs OSCR
+183.4%
+236.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.4% | +5.8% | +2.5% | +7.5% |
| 30D | -17.8% | +7.1% | -24.9% | -18.8% |
| 3M | -35.9% | +36.7% | -72.6% | -39.1% |
| 6M | +12.9% | +114.3% | -101.3% | -1.4% |
| YTD | +22.9% | +124.4% | -101.6% | +6.3% |
| 1Y | +31.4% | +75.5% | -44.1% | +16.0% |
| All | +420.1% | +183.4% | +236.7% | +278.8% |
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 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