+145.0%
OSCR vs CLBK
+43.1%
+101.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +1.1% | -1.4% | +2.4% | +1.6% |
| 30D | +16.5% | +4.5% | +12.0% | +14.5% |
| 3M | +17.0% | +22.8% | -5.8% | +8.6% |
| 6M | +145.0% | +43.4% | +101.5% | +93.7% |
| All | +145.0% | +43.1% | +101.8% | +93.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling