+336.8%
CVE vs OSCR
-13.8%
+350.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +0.8% |
| 7D | +5.9% | +1.3% | +4.6% | +5.8% |
| 30D | -10.9% | -9.5% | -1.3% | -10.4% |
| 3M | -4.5% | +0.9% | -5.4% | -4.9% |
| 6M | -1.0% | +31.5% | -32.4% | -3.5% |
| YTD | +74.7% | +116.1% | -41.3% | +63.6% |
| 1Y | +65.8% | +122.6% | -56.8% | +54.4% |
| 3Y | +73.2% | +356.6% | -283.4% | +43.6% |
| 5Y | +155.6% | +154.9% | +0.7% | +105.7% |
| All | +336.8% | -13.8% | +350.5% | +253.5% |
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