+25.6%
CTAS vs OSCR
+104.5%
-78.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.6% | -6.2% | +2.3% |
| 7D | +7.6% | +15.5% | -7.8% | +7.4% |
| 30D | +17.2% | +8.5% | +8.7% | +17.1% |
| 3M | +12.8% | +15.8% | -3.1% | +12.6% |
| 6M | +38.0% | +89.5% | -51.5% | +36.6% |
| YTD | +22.7% | +144.9% | -122.2% | +21.3% |
| 1Y | +25.6% | +105.1% | -79.4% | +23.5% |
| All | +25.6% | +104.5% | -78.8% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling