+398.4%
CVE vs OSCR
-9.5%
+407.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.5% |
| 7D | +1.6% | +1.1% | +0.6% | +1.6% |
| 30D | +11.7% | +16.5% | -4.8% | +10.5% |
| 3M | +18.2% | +17.0% | +1.2% | +16.6% |
| 6M | +48.8% | +145.0% | -96.1% | +38.9% |
| YTD | +99.4% | +126.7% | -27.3% | +86.5% |
| 1Y | +97.9% | +67.2% | +30.6% | +87.9% |
| 3Y | +76.3% | +405.1% | -328.9% | +44.9% |
| 5Y | +344.6% | +86.2% | +258.5% | +262.2% |
| All | +398.4% | -9.5% | +407.9% | +303.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling