+159.0%
CVX vs OSCR
-9.0%
+168.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +2.6% | +1.6% | +1.0% | +2.6% |
| 30D | +9.8% | +10.7% | -0.8% | +9.4% |
| 3M | +16.2% | +13.4% | +2.9% | +15.6% |
| 6M | +13.6% | +144.6% | -130.9% | +9.8% |
| YTD | +44.4% | +128.0% | -83.7% | +39.7% |
| 1Y | +40.6% | +68.7% | -28.1% | +37.1% |
| 3Y | +48.2% | +398.8% | -350.6% | +33.8% |
| 5Y | +172.3% | +87.3% | +85.0% | +143.4% |
| All | +159.0% | -9.0% | +168.0% | +128.6% |
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 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