+78.8%
CNQ vs OSCR
+401.8%
-323.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +6.2% | +10.7% | -4.5% | +6.1% |
| 3M | +12.4% | +13.4% | -1.0% | +12.2% |
| 6M | +9.0% | +144.6% | -135.5% | +7.7% |
| YTD | +52.2% | +128.0% | -75.8% | +50.3% |
| 1Y | +65.0% | +68.7% | -3.6% | +64.1% |
| 3Y | +78.8% | +398.8% | -319.9% | +60.3% |
| All | +78.8% | +401.8% | -323.0% | +60.3% |
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