+993.3%
CRS vs OSCR
-9.0%
+1,002.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -6.8% | +1.6% | -8.4% | -7.0% |
| 30D | -16.1% | +10.7% | -26.8% | -17.2% |
| 3M | -21.2% | +13.4% | -34.5% | -22.8% |
| 6M | +8.7% | +144.6% | -135.9% | -3.9% |
| YTD | +41.0% | +128.0% | -87.1% | +25.3% |
| 1Y | +82.7% | +68.7% | +14.0% | +66.3% |
| 3Y | +604.8% | +398.8% | +206.0% | +419.3% |
| 5Y | +1,384.7% | +87.3% | +1,297.4% | +1,018.3% |
| All | +993.3% | -9.0% | +1,002.3% | +901.7% |
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