+86.2%
OSCR vs CASY
+230.5%
-144.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +1.1% | -17.2% | +18.3% | +6.7% |
| 30D | +16.5% | -24.4% | +40.9% | +26.3% |
| 3M | +17.0% | -31.4% | +48.4% | +30.5% |
| 6M | +145.0% | -8.9% | +153.9% | +145.9% |
| YTD | +126.7% | +13.8% | +112.9% | +109.1% |
| 1Y | +67.2% | +17.0% | +50.3% | +51.9% |
| 3Y | +405.1% | +163.1% | +242.0% | +199.7% |
| 5Y | +86.2% | +239.0% | -152.8% | -8.5% |
| All | +86.2% | +230.5% | -144.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling