-5.1%
OSCR vs CP
+30.5%
-35.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 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