+398.8%
OSCR vs CDW
-24.7%
+423.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.8% | -7.3% | -1.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | +10.7% | +13.1% | -2.4% | +7.3% |
| 3M | +13.4% | +19.7% | -6.3% | +7.5% |
| 6M | +144.6% | +30.7% | +113.8% | +118.6% |
| YTD | +128.0% | +14.7% | +113.3% | +113.2% |
| 1Y | +68.7% | -5.3% | +74.0% | +71.9% |
| 3Y | +398.8% | -23.8% | +422.6% | +372.6% |
| All | +398.8% | -24.7% | +423.4% | +372.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling