+105.1%
OSCR vs CDW
+13.2%
+91.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.7% | -4.1% | +8.5% |
| 7D | +15.5% | +3.7% | +11.7% | +15.0% |
| 30D | +8.5% | +26.0% | -17.5% | +9.0% |
| 3M | +15.8% | +10.1% | +5.7% | +16.2% |
| 6M | +89.5% | +26.1% | +63.4% | +90.9% |
| YTD | +144.9% | +25.9% | +119.0% | +144.0% |
| 1Y | +105.1% | +21.5% | +83.5% | +101.1% |
| All | +105.1% | +13.2% | +91.9% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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