+398.8%
OSCR vs CRL
+38.6%
+360.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | +1.6% | -3.5% | +5.2% | +2.7% |
| 30D | +10.7% | -2.1% | +12.8% | +11.2% |
| 3M | +13.4% | +48.0% | -34.6% | -0.2% |
| 6M | +144.6% | +64.7% | +79.8% | +106.1% |
| YTD | +128.0% | +39.5% | +88.6% | +102.2% |
| 1Y | +68.7% | +74.2% | -5.5% | +38.3% |
| 3Y | +398.8% | +39.4% | +359.4% | +266.7% |
| All | +398.8% | +38.6% | +360.2% | +266.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling