-20.0%
CPNG vs OSCR
+401.8%
-421.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -1.1% | +1.6% | -2.7% | -1.3% |
| 30D | -7.4% | +10.7% | -18.0% | -8.3% |
| 3M | -12.3% | +13.4% | -25.7% | -13.7% |
| 6M | -19.4% | +144.6% | -164.0% | -27.5% |
| YTD | -35.9% | +128.0% | -163.9% | -42.1% |
| 1Y | -53.4% | +68.7% | -122.1% | -56.9% |
| 3Y | -20.0% | +398.8% | -418.8% | -41.4% |
| All | -20.0% | +401.8% | -421.8% | -41.4% |
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 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