+105.1%
OSCR vs CART
+61.3%
+43.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.4% |
| 7D | +15.5% | +1.4% | +14.1% | +15.2% |
| 30D | +8.5% | +29.7% | -21.1% | +4.1% |
| 3M | +15.8% | +29.7% | -13.9% | +10.8% |
| 6M | +89.5% | +36.8% | +52.7% | +77.4% |
| YTD | +144.9% | +31.7% | +113.2% | +139.0% |
| 1Y | +105.1% | +62.4% | +42.7% | +88.9% |
| All | +105.1% | +61.3% | +43.8% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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