+393.6%
COHR vs OSCR
+96.8%
+296.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +8.3% | +1.6% | +6.7% | +8.1% |
| 30D | -14.1% | +10.7% | -24.8% | -15.4% |
| 3M | -16.0% | +13.4% | -29.4% | -18.0% |
| 6M | +21.5% | +144.6% | -123.1% | +5.8% |
| YTD | +65.4% | +128.0% | -62.6% | +44.7% |
| 1Y | +195.0% | +68.7% | +126.4% | +165.2% |
| 3Y | +830.2% | +398.8% | +431.4% | +553.7% |
| All | +393.6% | +96.8% | +296.8% | +237.4% |
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 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