-5.8%
OSCR vs CHD
+27.6%
-33.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.6% | -4.5% | +6.1% | +2.5% |
| 30D | +10.7% | -6.7% | +17.4% | +12.2% |
| 3M | +13.4% | -2.7% | +16.1% | +13.8% |
| 6M | +144.6% | -4.9% | +149.5% | +146.2% |
| YTD | +128.0% | +13.3% | +114.7% | +121.0% |
| 1Y | +68.7% | +1.0% | +67.7% | +67.5% |
| 3Y | +398.8% | +1.3% | +397.5% | +390.4% |
| 5Y | +87.3% | +20.8% | +66.4% | +78.2% |
| All | -5.8% | +27.6% | -33.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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