+70.1%
CVE vs OSCR
+354.6%
-284.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.4% |
| 7D | -10.1% | +3.7% | -13.7% | -10.2% |
| 30D | -12.1% | -3.7% | -8.4% | -12.1% |
| 3M | -1.9% | +15.2% | -17.1% | -2.5% |
| 6M | -1.8% | +50.8% | -52.7% | -3.8% |
| YTD | +65.8% | +123.7% | -57.9% | +59.5% |
| 1Y | +60.8% | +81.4% | -20.5% | +55.9% |
| 3Y | +70.1% | +376.1% | -306.0% | +38.6% |
| All | +70.1% | +354.6% | -284.5% | +38.6% |
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