+94.1%
CRH vs OSCR
+96.8%
-2.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -6.1% | +1.6% | -7.7% | -6.2% |
| 30D | -9.3% | +10.7% | -19.9% | -10.1% |
| 3M | -15.2% | +13.4% | -28.5% | -16.3% |
| 6M | -14.2% | +144.6% | -158.8% | -21.1% |
| YTD | -28.3% | +128.0% | -156.3% | -33.7% |
| 1Y | -21.8% | +68.7% | -90.4% | -26.6% |
| 3Y | +71.6% | +398.8% | -327.2% | +39.9% |
| All | +94.1% | +96.8% | -2.7% | +53.6% |
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