+333.9%
CVE vs OSCR
-11.3%
+345.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +4.6% | -3.7% | +8.4% | +4.8% |
| 30D | -12.0% | -5.5% | -6.5% | -11.8% |
| 3M | -3.8% | +7.9% | -11.7% | -4.6% |
| 6M | -2.7% | +34.6% | -37.3% | -5.4% |
| YTD | +73.6% | +122.3% | -48.7% | +62.2% |
| 1Y | +62.0% | +111.5% | -49.5% | +51.5% |
| 3Y | +72.7% | +349.2% | -276.5% | +43.5% |
| 5Y | +153.9% | +162.2% | -8.3% | +104.0% |
| All | +333.9% | -11.3% | +345.2% | +250.5% |
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