+96.3%
CTVA vs OSCR
-9.0%
+105.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -4.5% | +1.6% | -6.1% | -4.6% |
| 30D | +11.3% | +10.7% | +0.6% | +10.8% |
| 3M | +12.3% | +13.4% | -1.0% | +11.4% |
| 6M | +7.2% | +144.6% | -137.4% | +1.9% |
| YTD | +26.0% | +128.0% | -102.0% | +20.1% |
| 1Y | +16.0% | +68.7% | -52.6% | +11.8% |
| 3Y | +73.9% | +398.8% | -324.9% | +54.0% |
| 5Y | +103.8% | +87.3% | +16.5% | +82.1% |
| All | +96.3% | -9.0% | +105.3% | +83.6% |
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 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