-58.4%
CSGP vs OMC
+24.9%
-83.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +13.9% | +7.6% | +6.3% | +9.6% |
| 30D | +16.0% | +16.0% | 0.0% | +7.7% |
| 3M | +6.1% | +7.7% | -1.6% | +2.4% |
| 6M | -8.2% | +14.5% | -22.7% | -14.1% |
| YTD | -52.3% | +11.2% | -63.6% | -54.8% |
| 1Y | -54.5% | +23.6% | -78.1% | -58.8% |
| All | -58.4% | +24.9% | -83.3% | -65.7% |
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