+398.8%
OSCR vs CG
+42.2%
+356.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +1.6% | -9.9% | +11.5% | +5.3% |
| 30D | +10.7% | -11.7% | +22.3% | +15.4% |
| 3M | +13.4% | -4.3% | +17.6% | +14.1% |
| 6M | +144.6% | -8.8% | +153.3% | +149.5% |
| YTD | +128.0% | -26.9% | +154.9% | +151.9% |
| 1Y | +68.7% | -35.4% | +104.1% | +93.6% |
| 3Y | +398.8% | +43.0% | +355.7% | +219.1% |
| All | +398.8% | +42.2% | +356.6% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling