+383.9%
CVE vs OSCR
-10.4%
+394.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +5.8% | -3.3% | +2.1% |
| 30D | +16.7% | +7.1% | +9.6% | +16.0% |
| 3M | +9.3% | +36.7% | -27.4% | +6.6% |
| 6M | +43.6% | +114.3% | -70.7% | +35.3% |
| YTD | +93.6% | +124.4% | -30.8% | +81.2% |
| 1Y | +98.8% | +75.5% | +23.3% | +87.9% |
| 3Y | +73.6% | +390.1% | -316.5% | +43.1% |
| 5Y | +312.5% | +77.1% | +235.4% | +237.2% |
| All | +383.9% | -10.4% | +394.3% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling