-0.8%
CRM vs OSCR
+96.8%
-97.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | -4.4% | +1.6% | -6.1% | -4.6% |
| 30D | +28.1% | +10.7% | +17.5% | +26.6% |
| 3M | +48.8% | +13.4% | +35.5% | +46.3% |
| 6M | +28.3% | +144.6% | -116.3% | +15.3% |
| YTD | -6.0% | +128.0% | -134.1% | -15.1% |
| 1Y | +1.4% | +68.7% | -67.2% | -6.3% |
| 3Y | +11.8% | +398.8% | -386.9% | -16.4% |
| All | -0.8% | +96.8% | -97.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling