-5.8%
OSCR vs CASY
+217.0%
-222.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | +1.6% | -18.6% | +20.2% | +7.6% |
| 30D | +10.7% | -26.6% | +37.3% | +20.6% |
| 3M | +13.4% | -32.8% | +46.1% | +26.6% |
| 6M | +144.6% | -10.0% | +154.6% | +146.4% |
| YTD | +128.0% | +11.6% | +116.4% | +112.7% |
| 1Y | +68.7% | +11.5% | +57.2% | +56.8% |
| 3Y | +398.8% | +160.7% | +238.1% | +211.7% |
| 5Y | +87.3% | +232.4% | -145.2% | +3.3% |
| All | -5.8% | +217.0% | -222.8% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling