-56.4%
CSGP vs OMC
+22.7%
-79.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.9% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | +0.3% | +10.6% | -10.3% | -5.6% |
| 3M | -1.3% | +2.6% | -3.9% | -3.0% |
| 6M | -8.9% | +16.6% | -25.5% | -16.5% |
| YTD | -55.2% | +10.9% | -66.1% | -58.1% |
| 1Y | -56.4% | +22.1% | -78.5% | -59.5% |
| All | -56.4% | +22.7% | -79.1% | -59.5% |
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