+67.3%
CSGP vs OMC
+56.1%
+11.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.2% |
| 7D | -1.8% | +5.4% | -7.2% | -3.9% |
| 30D | +5.3% | +15.7% | -10.4% | -0.5% |
| 3M | +3.3% | +4.9% | -1.6% | +1.6% |
| 6M | -4.7% | +17.3% | -21.9% | -10.3% |
| YTD | -53.5% | +13.0% | -66.6% | -55.7% |
| 1Y | -53.7% | +24.1% | -77.8% | -57.5% |
| 3Y | -59.7% | +31.2% | -91.0% | -64.2% |
| 5Y | -62.5% | +53.4% | -115.8% | -68.9% |
| 10Y | +67.3% | +55.5% | +11.7% | +28.3% |
| All | +67.3% | +56.1% | +11.2% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling