+157.5%
CVX vs OSCR
-9.5%
+167.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +9.1% | +16.5% | -7.4% | +8.6% |
| 3M | +13.1% | +17.0% | -3.9% | +12.3% |
| 6M | +16.3% | +145.0% | -128.7% | +12.4% |
| YTD | +43.5% | +126.7% | -83.2% | +38.9% |
| 1Y | +40.2% | +67.2% | -27.1% | +36.7% |
| 3Y | +44.2% | +405.1% | -360.9% | +30.1% |
| 5Y | +170.6% | +86.2% | +84.4% | +141.9% |
| All | +157.5% | -9.5% | +167.0% | +127.2% |
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 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