+398.8%
OSCR vs CLBK
+52.2%
+346.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.5% |
| 6M | +144.6% | +44.2% | +100.3% | +122.9% |
| YTD | +128.0% | +64.0% | +64.1% | +100.5% |
| 1Y | +68.7% | +65.7% | +3.0% | +47.2% |
| 3Y | +398.8% | +54.1% | +344.7% | +336.7% |
| All | +398.8% | +52.2% | +346.6% | +336.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling