+791.9%
CDE vs OSCR
+401.8%
+390.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -3.1% | +1.6% | -4.7% | -3.4% |
| 30D | +9.5% | +10.7% | -1.2% | +7.6% |
| 3M | +25.5% | +13.4% | +12.1% | +22.6% |
| 6M | -7.9% | +144.6% | -152.5% | -20.5% |
| YTD | +15.6% | +128.0% | -112.5% | +0.6% |
| 1Y | +34.0% | +68.7% | -34.6% | +19.8% |
| 3Y | +791.9% | +398.8% | +393.1% | +547.3% |
| All | +791.9% | +401.8% | +390.1% | +547.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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