+105.1%
OSCR vs CASY
+32.1%
+72.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.2% | +8.4% |
| 7D | +15.5% | +0.8% | +14.6% | +15.3% |
| 30D | +8.5% | +9.4% | -0.9% | +7.2% |
| 3M | +15.8% | -20.6% | +36.4% | +18.7% |
| 6M | +89.5% | -20.7% | +110.2% | +97.7% |
| YTD | +144.9% | +22.5% | +122.4% | +128.5% |
| 1Y | +105.1% | +29.5% | +75.6% | +102.2% |
| All | +105.1% | +32.1% | +72.9% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling