+118.1%
COF vs OSCR
+401.8%
-283.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -5.1% | +1.6% | -6.8% | -5.3% |
| 30D | -6.0% | +10.7% | -16.7% | -6.6% |
| 3M | +14.8% | +13.4% | +1.5% | +13.7% |
| 6M | +15.3% | +144.6% | -129.2% | +8.6% |
| YTD | -13.0% | +128.0% | -141.1% | -18.0% |
| 1Y | -5.7% | +68.7% | -74.4% | -10.2% |
| 3Y | +118.1% | +398.8% | -280.7% | +72.4% |
| All | +118.1% | +401.8% | -283.7% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling