+604.8%
CRS vs OSCR
+401.8%
+202.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -6.8% | +1.6% | -8.4% | -6.9% |
| 30D | -16.1% | +10.7% | -26.8% | -17.0% |
| 3M | -21.2% | +13.4% | -34.5% | -22.5% |
| 6M | +8.7% | +144.6% | -135.9% | -1.8% |
| YTD | +41.0% | +128.0% | -87.1% | +27.9% |
| 1Y | +82.7% | +68.7% | +14.0% | +68.7% |
| 3Y | +604.8% | +398.8% | +206.0% | +438.4% |
| All | +604.8% | +401.8% | +202.9% | +438.4% |
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