-6.4%
OSCR vs CLBK
+54.1%
-60.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +1.1% | -1.4% | +2.4% | +1.4% |
| 30D | +16.5% | +4.5% | +12.0% | +15.2% |
| 3M | +17.0% | +22.8% | -5.8% | +11.0% |
| 6M | +145.0% | +43.4% | +101.5% | +123.8% |
| YTD | +126.7% | +64.1% | +62.6% | +99.6% |
| 1Y | +67.2% | +67.6% | -0.3% | +46.2% |
| 3Y | +405.1% | +53.3% | +351.9% | +341.9% |
| 5Y | +86.2% | +44.8% | +41.4% | +62.8% |
| All | -6.4% | +54.1% | -60.5% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling