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  • OSCR vs CP✓SelectedUSD · CPOSCR vs CP performance historyLatest closeAs of+2.36%09/08
Stock and ETF performance explorer

OSCR vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-5.1%
CP return
+30.5%
Excess return
-35.6%
Maximum drawdown
-94.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D+2.4%-0.5%+2.9%+2.7%
7D+10.7%+2.4%+8.2%+9.2%
30D+18.3%-0.5%+18.9%+18.7%
3M+20.5%+1.4%+19.1%+19.1%
6M+138.5%+10.3%+128.2%+123.2%
YTD+129.7%+24.3%+105.4%+98.7%
1Y+62.8%+20.4%+42.3%+43.6%
3Y+411.8%+21.8%+390.0%+339.8%
5Y+99.9%+31.5%+68.4%+64.4%
All-5.1%+30.5%-35.6%-25.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling