+75.1%
CSX vs OSCR
-10.4%
+85.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -3.4% | +5.8% | -9.2% | -3.6% |
| 30D | -3.1% | +7.1% | -10.2% | -3.4% |
| 3M | +7.2% | +36.7% | -29.5% | +5.4% |
| 6M | +16.2% | +114.3% | -98.1% | +11.6% |
| YTD | +37.5% | +124.4% | -86.9% | +31.6% |
| 1Y | +53.2% | +75.5% | -22.2% | +47.6% |
| 3Y | +68.2% | +390.1% | -321.9% | +47.1% |
| 5Y | +65.2% | +77.1% | -11.9% | +39.8% |
| All | +75.1% | -10.4% | +85.5% | +48.8% |
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 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