+83.9%
CSX vs OSCR
-10.8%
+94.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.8% |
| 7D | -0.3% | -8.8% | +8.5% | +0.1% |
| 30D | +8.7% | -5.6% | +14.3% | +8.9% |
| 3M | +4.2% | +14.8% | -10.6% | +3.5% |
| 6M | +16.7% | +46.0% | -29.3% | +14.2% |
| YTD | +44.5% | +123.5% | -79.0% | +38.2% |
| 1Y | +50.3% | +116.2% | -66.0% | +43.7% |
| 3Y | +76.3% | +351.6% | -275.3% | +55.2% |
| 5Y | +58.1% | +157.5% | -99.4% | +33.6% |
| All | +83.9% | -10.8% | +94.7% | +56.2% |
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