+137.0%
CNP vs OSCR
-8.3%
+145.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +1.1% |
| 7D | +1.6% | +10.7% | -9.0% | +1.4% |
| 30D | -0.8% | +18.3% | -19.1% | -1.2% |
| 3M | -3.6% | +20.5% | -24.1% | -4.1% |
| 6M | -6.9% | +138.5% | -145.5% | -9.4% |
| YTD | +6.4% | +129.7% | -123.3% | +3.6% |
| 1Y | +9.9% | +62.8% | -52.8% | +7.9% |
| 3Y | +53.1% | +411.8% | -358.7% | +41.7% |
| 5Y | +72.0% | +99.9% | -28.0% | +59.4% |
| All | +137.0% | -8.3% | +145.3% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling