+69.7%
CNP vs OSCR
+95.7%
-26.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | -2.2% | +1.1% | -3.2% | -2.2% |
| 30D | -2.1% | +16.5% | -18.5% | -2.5% |
| 3M | -7.9% | +17.0% | -24.9% | -8.4% |
| 6M | -8.3% | +145.0% | -153.3% | -10.8% |
| YTD | +3.8% | +126.7% | -122.9% | +1.0% |
| 1Y | +5.9% | +67.2% | -61.4% | +3.7% |
| 3Y | +49.3% | +405.1% | -355.8% | +37.7% |
| All | +69.7% | +95.7% | -26.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling