+438.5%
OSCR vs CART
+14.3%
+424.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +3.7% |
| 7D | +10.7% | -4.1% | +14.8% | +11.6% |
| 30D | +18.3% | -4.3% | +22.6% | +19.3% |
| 3M | +20.5% | +13.1% | +7.4% | +16.4% |
| 6M | +138.5% | +26.0% | +112.5% | +123.3% |
| YTD | +129.7% | +6.7% | +123.0% | +123.4% |
| 1Y | +62.8% | +6.3% | +56.5% | +57.6% |
| All | +438.5% | +14.3% | +424.2% | +312.5% |
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