+105.1%
OSCR vs CRL
+85.3%
+19.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -7.3% | +15.8% | +9.6% |
| 7D | +15.5% | -12.8% | +28.2% | +17.7% |
| 30D | +8.5% | +5.0% | +3.6% | +6.7% |
| 3M | +15.8% | +39.4% | -23.5% | +6.9% |
| 6M | +89.5% | +89.4% | +0.1% | +62.3% |
| YTD | +144.9% | +63.6% | +81.3% | +118.5% |
| 1Y | +105.1% | +83.5% | +21.6% | +77.4% |
| All | +105.1% | +85.3% | +19.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling