+65.2%
CSGP vs OMC
+52.3%
+12.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.3% |
| 7D | +1.3% | +6.3% | -5.0% | -1.2% |
| 30D | +10.7% | +15.4% | -4.7% | +4.8% |
| 3M | +3.3% | +5.8% | -2.5% | +1.3% |
| 6M | -10.3% | +14.7% | -25.0% | -14.9% |
| YTD | -54.6% | +10.3% | -64.9% | -56.2% |
| 1Y | -54.6% | +23.2% | -77.9% | -58.2% |
| 3Y | -60.3% | +24.6% | -84.9% | -64.0% |
| 5Y | -63.3% | +50.1% | -113.4% | -69.3% |
| All | +65.2% | +52.3% | +12.9% | +28.2% |
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