+3,388.4%
CSGP vs OMC
+565.8%
+2,822.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +13.9% | +7.6% | +6.3% | +10.2% |
| 30D | +16.0% | +16.0% | 0.0% | +8.8% |
| 3M | +6.1% | +7.7% | -1.6% | +3.0% |
| 6M | -8.2% | +14.5% | -22.7% | -13.6% |
| YTD | -52.3% | +11.2% | -63.6% | -54.6% |
| 1Y | -54.5% | +23.6% | -78.1% | -58.8% |
| 3Y | -58.6% | +24.7% | -83.3% | -63.3% |
| 5Y | -61.5% | +51.3% | -112.8% | -69.5% |
| 10Y | +74.7% | +55.6% | +19.1% | +26.2% |
| All | +3,388.4% | +565.8% | +2,822.6% | +1,343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling