+73.5%
CSX vs OSCR
-9.0%
+82.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -0.9% | +1.6% | -2.5% | -1.0% |
| 30D | -2.0% | +10.7% | -12.7% | -2.5% |
| 3M | +3.6% | +13.4% | -9.7% | +2.8% |
| 6M | +22.0% | +144.6% | -122.5% | +16.5% |
| YTD | +36.3% | +128.0% | -91.8% | +30.3% |
| 1Y | +50.9% | +68.7% | -17.7% | +45.7% |
| 3Y | +69.2% | +398.8% | -329.6% | +47.7% |
| 5Y | +69.2% | +87.3% | -18.0% | +43.1% |
| All | +73.5% | -9.0% | +82.5% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling