+26.1%
COHR vs OSCR
+93.2%
-67.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -5.7% | -7.3% | -12.9% |
| 7D | -28.4% | +7.8% | -36.2% | -28.4% |
| 30D | -49.8% | +2.6% | -52.4% | -49.8% |
| 3M | -48.3% | +10.2% | -58.5% | -48.5% |
| 6M | -49.4% | +84.9% | -134.4% | -51.6% |
| YTD | -8.0% | +130.9% | -138.9% | -15.8% |
| 1Y | +26.1% | +94.8% | -68.7% | +16.1% |
| All | +26.1% | +93.2% | -67.2% | +16.1% |
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