+18.3%
COP vs OSCR
+132.2%
-113.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +0.9% |
| 7D | -0.5% | +4.7% | -5.2% | -0.2% |
| 30D | +11.7% | +14.8% | -3.1% | +12.7% |
| 3M | +17.7% | +16.7% | +1.0% | +18.9% |
| 6M | +18.3% | +127.5% | -109.2% | +34.1% |
| All | +18.3% | +132.2% | -113.9% | +34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling