+7.7%
CNH vs OSCR
+96.8%
-89.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -5.7% | +1.6% | -7.3% | -5.8% |
| 30D | +26.6% | +10.7% | +15.9% | +25.6% |
| 3M | +31.1% | +13.4% | +17.7% | +29.5% |
| 6M | +24.9% | +144.6% | -119.7% | +16.0% |
| YTD | +48.7% | +128.0% | -79.3% | +38.5% |
| 1Y | +22.2% | +68.7% | -46.5% | +15.6% |
| 3Y | +7.4% | +398.8% | -391.3% | -11.3% |
| All | +7.7% | +96.8% | -89.1% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling