+194.8%
COHR vs OSCR
+75.7%
+119.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +1.0% | +5.8% | -4.9% | +0.7% |
| 30D | -14.1% | +7.1% | -21.2% | -14.7% |
| 3M | -33.2% | +36.7% | -69.8% | -34.6% |
| 6M | +2.5% | +114.3% | -111.7% | -7.4% |
| YTD | +52.7% | +124.4% | -71.7% | +37.1% |
| 1Y | +194.8% | +75.5% | +119.3% | +163.3% |
| All | +194.8% | +75.7% | +119.0% | +163.3% |
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 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