+75.5%
CVE vs OSCR
+402.4%
-327.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +2.5% |
| 7D | +0.2% | +10.7% | -10.5% | -0.1% |
| 30D | +17.5% | +18.3% | -0.8% | +16.9% |
| 3M | +16.2% | +20.5% | -4.3% | +15.4% |
| 6M | +47.8% | +138.5% | -90.8% | +43.4% |
| YTD | +98.5% | +129.7% | -31.2% | +92.4% |
| 1Y | +109.8% | +62.8% | +47.0% | +105.3% |
| 3Y | +75.5% | +411.8% | -336.3% | +69.2% |
| All | +75.5% | +402.4% | -327.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling