+86.2%
OSCR vs CP
+32.2%
+54.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +3.9% | +3.4% |
| 7D | +1.1% | -2.7% | +3.7% | +2.8% |
| 30D | +16.5% | -3.4% | +19.8% | +19.0% |
| 3M | +17.0% | -0.6% | +17.6% | +17.0% |
| 6M | +145.0% | +6.3% | +138.7% | +133.6% |
| YTD | +126.7% | +21.2% | +105.5% | +97.2% |
| 1Y | +67.2% | +20.0% | +47.2% | +46.5% |
| 3Y | +405.1% | +18.7% | +386.4% | +334.6% |
| 5Y | +86.2% | +34.8% | +51.4% | +46.2% |
| All | +86.2% | +32.2% | +54.0% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling