-5.8%
OSCR vs CP
+27.7%
-33.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | +1.6% | -2.6% | +4.2% | +3.2% |
| 30D | +10.7% | -3.7% | +14.4% | +13.2% |
| 3M | +13.4% | +0.1% | +13.2% | +12.8% |
| 6M | +144.6% | +7.8% | +136.7% | +132.0% |
| YTD | +128.0% | +21.7% | +106.3% | +99.7% |
| 1Y | +68.7% | +18.6% | +50.0% | +50.2% |
| 3Y | +398.8% | +17.5% | +381.2% | +338.0% |
| 5Y | +87.3% | +35.4% | +51.9% | +53.8% |
| All | -5.8% | +27.7% | -33.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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