+70.6%
CSX vs OSCR
+402.4%
-331.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | +0.6% | +10.7% | -10.0% | +0.4% |
| 30D | -2.3% | +18.3% | -20.6% | -2.6% |
| 3M | +4.3% | +20.5% | -16.2% | +3.8% |
| 6M | +23.4% | +138.5% | -115.1% | +20.5% |
| YTD | +36.4% | +129.7% | -93.3% | +33.3% |
| 1Y | +53.0% | +62.8% | -9.7% | +50.3% |
| 3Y | +70.6% | +411.8% | -341.2% | +49.7% |
| All | +70.6% | +402.4% | -331.8% | +49.7% |
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 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