-63.1%
CSGP vs OMC
+53.9%
-117.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -3.2% | +6.8% | -10.0% | -6.3% |
| 30D | +2.2% | +16.2% | -13.9% | -4.7% |
| 3M | -3.7% | +6.0% | -9.7% | -6.1% |
| 6M | -7.4% | +17.7% | -25.2% | -14.2% |
| YTD | -54.9% | +13.5% | -68.4% | -57.5% |
| 1Y | -54.9% | +27.2% | -82.1% | -59.7% |
| 3Y | -61.9% | +30.4% | -92.3% | -67.0% |
| 5Y | -63.1% | +53.5% | -116.6% | -71.7% |
| All | -63.1% | +53.9% | -117.0% | -71.7% |
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 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