-5.8%
OSCR vs CLBK
+54.0%
-59.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | +10.7% | -1.0% | +11.7% | +11.0% |
| 3M | +13.4% | +22.9% | -9.6% | +7.6% |
| 6M | +144.6% | +44.2% | +100.3% | +123.2% |
| YTD | +128.0% | +64.0% | +64.1% | +100.8% |
| 1Y | +68.7% | +65.7% | +3.0% | +47.8% |
| 3Y | +398.8% | +54.1% | +344.7% | +335.9% |
| 5Y | +87.3% | +44.7% | +42.6% | +63.8% |
| All | -5.8% | +54.0% | -59.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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