+44.1%
CSGP vs OMC
+35.0%
+9.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.4% |
| 7D | -4.1% | -6.4% | +2.3% | -1.6% |
| 30D | +2.3% | +1.1% | +1.2% | +2.0% |
| 3M | -8.2% | +10.4% | -18.6% | -11.7% |
| 6M | -35.1% | -1.7% | -33.4% | -34.7% |
| YTD | -54.0% | +4.4% | -58.5% | -54.9% |
| 1Y | -65.3% | +8.4% | -73.8% | -66.6% |
| 3Y | -62.6% | +14.4% | -77.0% | -65.0% |
| 5Y | -64.8% | +33.9% | -98.7% | -69.5% |
| All | +44.1% | +35.0% | +9.1% | +18.6% |
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