+423.8%
OSCR vs CART
+40.2%
+383.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.2% |
| 7D | -8.8% | -0.6% | -8.2% | -8.6% |
| 30D | -5.6% | +23.1% | -28.7% | -10.1% |
| 3M | +14.8% | +19.2% | -4.4% | +9.8% |
| 6M | +46.0% | +45.7% | +0.3% | +33.0% |
| YTD | +123.5% | +30.9% | +92.6% | +107.0% |
| 1Y | +116.2% | +50.2% | +66.1% | +93.4% |
| 3Y | +351.6% | +133.5% | +218.1% | +214.6% |
| All | +423.8% | +40.2% | +383.7% | +282.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling