+68.7%
OSCR vs CAI
-26.7%
+95.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.3% |
| 7D | +1.6% | -2.9% | +4.5% | +2.2% |
| 30D | +10.7% | +9.3% | +1.3% | +8.1% |
| 3M | +13.4% | +35.2% | -21.9% | +5.0% |
| 6M | +144.6% | +30.7% | +113.8% | +121.2% |
| YTD | +128.0% | -9.8% | +137.8% | +131.0% |
| 1Y | +68.7% | -28.9% | +97.5% | +85.7% |
| All | +68.7% | -26.7% | +95.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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