+91.5%
OSCR vs CG
-2.7%
+94.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | +1.6% | -9.9% | +11.5% | +7.2% |
| 30D | +10.7% | -11.7% | +22.3% | +17.7% |
| 3M | +13.4% | -4.3% | +17.6% | +14.3% |
| 6M | +144.6% | -8.8% | +153.3% | +151.5% |
| YTD | +128.0% | -26.9% | +154.9% | +163.4% |
| 1Y | +68.7% | -35.4% | +104.1% | +107.8% |
| 3Y | +398.8% | +43.0% | +355.7% | +230.7% |
| All | +91.5% | -2.7% | +94.2% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling