+426.1%
OSCR vs CART
+21.6%
+404.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +5.8% | +1.0% | +4.8% | +5.6% |
| 30D | +7.1% | +12.6% | -5.5% | +4.0% |
| 3M | +36.7% | +23.1% | +13.5% | +29.7% |
| 6M | +114.3% | +39.5% | +74.8% | +96.1% |
| YTD | +124.4% | +13.5% | +110.9% | +115.4% |
| 1Y | +75.5% | +14.9% | +60.6% | +67.0% |
| All | +426.1% | +21.6% | +404.5% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling