-6.5%
COF vs OSCR
+93.2%
-99.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -0.7% |
| 7D | -2.3% | +7.8% | -10.1% | -3.1% |
| 30D | +4.1% | +2.6% | +1.5% | +3.7% |
| 3M | -7.7% | +10.2% | -17.9% | -8.8% |
| 6M | +8.3% | +84.9% | -76.6% | +0.8% |
| YTD | -14.9% | +130.9% | -145.8% | -23.5% |
| 1Y | -6.5% | +94.8% | -101.3% | -16.0% |
| All | -6.5% | +93.2% | -99.7% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling