+8.9%
CRCL vs OSCR
+127.5%
-118.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -11.2% | +1.6% | -12.8% | -11.9% |
| 30D | +27.1% | +10.7% | +16.4% | +21.7% |
| 3M | +9.6% | +13.4% | -3.7% | +3.1% |
| 6M | -19.7% | +144.6% | -164.2% | -47.0% |
| YTD | +14.2% | +128.0% | -113.8% | -23.4% |
| 1Y | -32.2% | +68.7% | -100.9% | -49.6% |
| All | +8.9% | +127.5% | -118.6% | -31.1% |
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