+3,194.7%
CSGP vs OMC
+579.5%
+2,615.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.1% | +1.6% | -8.7% | -7.7% |
| 30D | +3.6% | +15.3% | -11.7% | -2.6% |
| 3M | -2.7% | +4.5% | -7.2% | -4.2% |
| 6M | -8.0% | +20.8% | -28.8% | -15.5% |
| YTD | -55.0% | +13.5% | -68.5% | -57.5% |
| 1Y | -55.8% | +25.2% | -81.0% | -60.2% |
| 3Y | -62.0% | +30.5% | -92.5% | -67.0% |
| 5Y | -62.9% | +52.7% | -115.6% | -70.7% |
| 10Y | +62.6% | +55.2% | +7.4% | +17.7% |
| All | +3,194.7% | +579.5% | +2,615.2% | +1,250.8% |
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