+43.1%
COF vs OSCR
+96.8%
-53.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | +14.8% | +13.4% | +1.5% | +13.1% |
| 6M | +15.3% | +144.6% | -129.2% | +4.8% |
| YTD | -13.0% | +128.0% | -141.1% | -20.7% |
| 1Y | -5.7% | +68.7% | -74.4% | -12.4% |
| 3Y | +118.1% | +398.8% | -280.7% | +66.6% |
| All | +43.1% | +96.8% | -53.7% | +1.9% |
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