+395.9%
OSCR vs CP
+18.1%
+377.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +3.9% | +3.3% |
| 7D | +1.1% | -2.7% | +3.7% | +2.5% |
| 30D | +16.5% | -3.4% | +19.8% | +18.6% |
| 3M | +17.0% | -0.6% | +17.6% | +17.1% |
| 6M | +145.0% | +6.3% | +138.7% | +135.3% |
| YTD | +126.7% | +21.2% | +105.5% | +101.9% |
| 1Y | +67.2% | +20.0% | +47.2% | +49.8% |
| All | +395.9% | +18.1% | +377.8% | +334.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling