+3,300.3%
CSGP vs OMC
+576.6%
+2,723.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.1% |
| 7D | -1.8% | +5.4% | -7.2% | -4.1% |
| 30D | +5.3% | +15.7% | -10.4% | -1.2% |
| 3M | +3.3% | +4.9% | -1.6% | +1.5% |
| 6M | -4.7% | +17.3% | -21.9% | -11.2% |
| YTD | -53.5% | +13.0% | -66.6% | -56.1% |
| 1Y | -53.7% | +24.1% | -77.8% | -58.2% |
| 3Y | -59.7% | +31.2% | -91.0% | -65.2% |
| 5Y | -62.5% | +53.4% | -115.8% | -70.4% |
| 10Y | +67.3% | +55.5% | +11.7% | +20.9% |
| All | +3,300.3% | +576.6% | +2,723.7% | +1,296.9% |
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