+137.6%
CDE vs OSCR
-9.0%
+146.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | +25.5% | +13.4% | +12.1% | +22.2% |
| 6M | -7.9% | +144.6% | -152.5% | -22.3% |
| YTD | +15.6% | +128.0% | -112.5% | -1.6% |
| 1Y | +34.0% | +68.7% | -34.6% | +18.3% |
| 3Y | +791.9% | +398.8% | +393.1% | +491.7% |
| 5Y | +197.7% | +87.3% | +110.5% | +110.8% |
| All | +137.6% | -9.0% | +146.6% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling