+69.6%
CSX vs OSCR
+89.4%
-19.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.3% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | -1.5% | +16.5% | -18.0% | -2.3% |
| 3M | +6.0% | +17.0% | -11.0% | +4.9% |
| 6M | +20.6% | +145.0% | -124.4% | +14.6% |
| YTD | +36.5% | +126.7% | -90.2% | +30.0% |
| 1Y | +55.0% | +67.2% | -12.3% | +49.2% |
| 3Y | +70.8% | +405.1% | -334.4% | +46.3% |
| 5Y | +69.6% | +86.2% | -16.6% | +41.8% |
| All | +69.6% | +89.4% | -19.9% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling