-8.7%
OSCR vs CG
+47.1%
-55.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -1.7% |
| 7D | +4.7% | -6.4% | +11.1% | +8.4% |
| 30D | +14.8% | -7.1% | +21.8% | +18.8% |
| 3M | +16.7% | -1.6% | +18.3% | +16.1% |
| 6M | +127.5% | -8.3% | +135.8% | +133.7% |
| YTD | +121.0% | -23.8% | +144.8% | +149.4% |
| 1Y | +58.4% | -28.7% | +87.1% | +84.3% |
| 3Y | +392.4% | +49.2% | +343.2% | +226.7% |
| 5Y | +80.5% | +5.5% | +74.9% | +43.6% |
| All | -8.7% | +47.1% | -55.8% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling