+150.4%
CTAS vs OSCR
-11.8%
+162.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | 0.0% |
| 7D | +1.0% | +4.7% | -3.7% | +0.7% |
| 30D | -1.1% | +14.8% | -15.8% | -1.8% |
| 3M | +11.5% | +16.7% | -5.2% | +10.4% |
| 6M | +0.2% | +127.5% | -127.3% | -4.5% |
| YTD | +7.2% | +121.0% | -113.8% | +2.2% |
| 1Y | 0.0% | +58.4% | -58.4% | -3.5% |
| 3Y | +65.9% | +392.4% | -326.5% | +43.0% |
| 5Y | +109.6% | +80.5% | +29.1% | +77.4% |
| All | +150.4% | -11.8% | +162.2% | +119.3% |
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