-5.8%
OSCR vs CG
+41.2%
-47.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | +1.6% | -9.9% | +11.5% | +7.1% |
| 30D | +10.7% | -11.7% | +22.3% | +17.6% |
| 3M | +13.4% | -4.3% | +17.6% | +14.3% |
| 6M | +144.6% | -8.8% | +153.3% | +151.4% |
| YTD | +128.0% | -26.9% | +154.9% | +162.6% |
| 1Y | +68.7% | -35.4% | +104.1% | +106.8% |
| 3Y | +398.8% | +43.0% | +355.7% | +238.0% |
| 5Y | +87.3% | +1.9% | +85.4% | +51.8% |
| All | -5.8% | +41.2% | -47.0% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling