+131.0%
CNP vs OSCR
-9.0%
+140.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | -2.9% | +10.7% | -13.6% | -3.2% |
| 3M | -7.5% | +13.4% | -20.9% | -7.9% |
| 6M | -7.9% | +144.6% | -152.4% | -10.4% |
| YTD | +3.7% | +128.0% | -124.3% | +1.0% |
| 1Y | +4.6% | +68.7% | -64.1% | +2.5% |
| 3Y | +49.1% | +398.8% | -349.6% | +38.1% |
| 5Y | +69.2% | +87.3% | -18.0% | +57.2% |
| All | +131.0% | -9.0% | +140.0% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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