+418.1%
OSCR vs CART
+11.0%
+407.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.1% |
| 7D | +4.7% | -9.5% | +14.2% | +7.0% |
| 30D | +14.8% | -7.8% | +22.5% | +16.7% |
| 3M | +16.7% | +10.4% | +6.3% | +13.4% |
| 6M | +127.5% | +20.1% | +107.5% | +115.5% |
| YTD | +121.0% | +3.7% | +117.3% | +116.4% |
| 1Y | +58.4% | +2.6% | +55.8% | +54.7% |
| All | +418.1% | +11.0% | +407.1% | +299.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling