+830.2%
COHR vs OSCR
+401.8%
+428.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +8.3% | +1.6% | +6.7% | +8.2% |
| 30D | -14.1% | +10.7% | -24.8% | -15.1% |
| 3M | -16.0% | +13.4% | -29.4% | -17.5% |
| 6M | +21.5% | +144.6% | -123.1% | +8.3% |
| YTD | +65.4% | +128.0% | -62.6% | +48.1% |
| 1Y | +195.0% | +68.7% | +126.4% | +169.6% |
| 3Y | +830.2% | +398.8% | +431.4% | +475.8% |
| All | +830.2% | +401.8% | +428.3% | +475.8% |
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