-69.3%
CPNG vs OSCR
-10.5%
-58.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | -7.4% | +10.7% | -18.0% | -9.0% |
| 3M | -12.3% | +13.4% | -25.7% | -14.8% |
| 6M | -19.4% | +144.6% | -164.0% | -32.5% |
| YTD | -35.9% | +128.0% | -163.9% | -45.9% |
| 1Y | -53.4% | +68.7% | -122.1% | -59.2% |
| 3Y | -20.0% | +398.8% | -418.8% | -50.1% |
| 5Y | -49.6% | +87.3% | -136.8% | -68.9% |
| All | -69.3% | -10.5% | -58.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling