-53.3%
CSGP vs OMC
+24.5%
-77.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +0.7% |
| 7D | +18.3% | +12.5% | +5.8% | +9.8% |
| 30D | +17.8% | +16.3% | +1.5% | +7.6% |
| 3M | +9.3% | +8.1% | +1.2% | +4.3% |
| 6M | -7.9% | +17.2% | -25.1% | -16.0% |
| YTD | -51.5% | +11.8% | -63.3% | -54.8% |
| 1Y | -53.3% | +23.9% | -77.2% | -57.0% |
| All | -53.3% | +24.5% | -77.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling