+75.5%
OSCR vs CRL
+78.8%
-3.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +5.8% | -1.0% | +6.9% | +6.1% |
| 30D | +7.1% | +10.7% | -3.5% | +4.3% |
| 3M | +36.7% | +55.3% | -18.6% | +21.2% |
| 6M | +114.3% | +60.7% | +53.6% | +87.1% |
| YTD | +124.4% | +44.6% | +79.8% | +103.2% |
| 1Y | +75.5% | +77.7% | -2.3% | +47.4% |
| All | +75.5% | +78.8% | -3.4% | +47.4% |
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