+400.2%
CVE vs OSCR
-11.8%
+412.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.1% |
| 7D | +2.0% | +4.7% | -2.7% | +1.6% |
| 30D | +13.2% | +14.8% | -1.6% | +12.1% |
| 3M | +21.7% | +16.7% | +5.0% | +20.1% |
| 6M | +48.4% | +127.5% | -79.1% | +39.2% |
| YTD | +100.1% | +121.0% | -20.9% | +87.5% |
| 1Y | +107.8% | +58.4% | +49.4% | +98.1% |
| 3Y | +76.9% | +392.4% | -315.5% | +45.7% |
| 5Y | +346.2% | +80.5% | +265.8% | +264.3% |
| All | +400.2% | -11.8% | +412.0% | +305.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling