-60.3%
CSGP vs OMC
+23.9%
-84.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.2% |
| 7D | +1.3% | +6.3% | -5.0% | -1.9% |
| 30D | +10.7% | +15.4% | -4.7% | +3.1% |
| 3M | +3.3% | +5.8% | -2.5% | +0.6% |
| 6M | -10.3% | +14.7% | -25.0% | -16.1% |
| YTD | -54.6% | +10.3% | -64.9% | -56.7% |
| 1Y | -54.6% | +23.2% | -77.9% | -58.9% |
| 3Y | -60.3% | +24.6% | -84.9% | -67.1% |
| All | -60.3% | +23.9% | -84.3% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling