-6.4%
OSCR vs CHD
+27.3%
-33.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | +1.1% | -4.7% | +5.8% | +2.0% |
| 30D | +16.5% | -8.3% | +24.8% | +18.5% |
| 3M | +17.0% | -4.0% | +21.0% | +17.8% |
| 6M | +145.0% | -6.5% | +151.5% | +147.3% |
| YTD | +126.7% | +13.1% | +113.6% | +119.8% |
| 1Y | +67.2% | +2.3% | +64.9% | +65.6% |
| 3Y | +405.1% | +1.8% | +403.3% | +396.1% |
| 5Y | +86.2% | +20.6% | +65.6% | +77.3% |
| All | -6.4% | +27.3% | -33.7% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling