-64.8%
CSGP vs OMC
+33.9%
-98.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.3% |
| 7D | -4.1% | -6.4% | +2.3% | -1.1% |
| 30D | +2.3% | +1.1% | +1.2% | +1.9% |
| 3M | -8.2% | +10.4% | -18.6% | -12.2% |
| 6M | -35.1% | -1.7% | -33.4% | -34.7% |
| YTD | -54.0% | +4.4% | -58.5% | -55.0% |
| 1Y | -65.3% | +8.4% | -73.8% | -66.8% |
| 3Y | -62.6% | +14.4% | -77.0% | -65.6% |
| All | -64.8% | +33.9% | -98.7% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling