-8.7%
OSCR vs CPB
-40.5%
+31.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.8% |
| 7D | +4.7% | -8.0% | +12.7% | +4.8% |
| 30D | +14.8% | -2.4% | +17.2% | +14.8% |
| 3M | +16.7% | +0.5% | +16.1% | +16.7% |
| 6M | +127.5% | -10.5% | +138.0% | +126.6% |
| YTD | +121.0% | -17.5% | +138.5% | +119.9% |
| 1Y | +58.4% | -31.0% | +89.4% | +58.0% |
| 3Y | +392.4% | -40.6% | +433.0% | +387.8% |
| 5Y | +80.5% | -37.7% | +118.2% | +79.5% |
| All | -8.7% | -40.5% | +31.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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