+370.7%
OSCR vs CART
+137.8%
+233.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | +0.3% | +22.4% | -22.1% | -4.0% |
| 3M | +21.0% | +15.6% | +5.3% | +16.9% |
| 6M | +57.1% | +44.9% | +12.2% | +44.5% |
| YTD | +132.9% | +30.0% | +102.9% | +117.6% |
| 1Y | +129.1% | +56.6% | +72.5% | +105.1% |
| 3Y | +370.7% | +131.9% | +238.8% | +223.2% |
| All | +370.7% | +137.8% | +233.0% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling