-5.1%
OSCR vs CASY
+277.8%
-282.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +3.2% |
| 7D | +10.7% | -4.4% | +15.0% | +12.1% |
| 30D | +18.3% | -12.0% | +30.4% | +22.6% |
| 3M | +20.5% | -2.3% | +22.9% | +20.1% |
| 6M | +138.5% | +10.5% | +128.0% | +126.4% |
| YTD | +129.7% | +33.0% | +96.7% | +104.1% |
| 1Y | +62.8% | +41.1% | +21.6% | +40.9% |
| 3Y | +411.8% | +207.5% | +204.3% | +206.2% |
| 5Y | +99.9% | +290.7% | -190.8% | +5.1% |
| All | -5.1% | +277.8% | -282.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling