+84.5%
CSX vs OSCR
-13.8%
+98.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +6.0% | +1.3% | +4.7% | +5.9% |
| 30D | +7.8% | -9.5% | +17.3% | +8.2% |
| 3M | +4.1% | +0.9% | +3.2% | +3.9% |
| 6M | +17.9% | +31.5% | -13.5% | +16.0% |
| YTD | +44.9% | +116.1% | -71.2% | +38.8% |
| 1Y | +51.1% | +122.6% | -71.4% | +44.3% |
| 3Y | +78.3% | +356.6% | -278.3% | +56.7% |
| 5Y | +58.1% | +154.9% | -96.8% | +33.7% |
| All | +84.5% | -13.8% | +98.2% | +56.9% |
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