-61.2%
CSGP vs OSCR
-11.8%
-49.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.2% |
| 7D | -5.4% | +4.7% | -10.1% | -5.8% |
| 30D | -6.0% | +14.8% | -20.8% | -7.2% |
| 3M | -12.8% | +16.7% | -29.5% | -14.2% |
| 6M | -38.9% | +127.5% | -166.4% | -43.6% |
| YTD | -56.0% | +121.0% | -177.0% | -59.5% |
| 1Y | -66.4% | +58.4% | -124.8% | -68.4% |
| 3Y | -64.2% | +392.4% | -456.6% | -71.6% |
| 5Y | -67.0% | +80.5% | -147.5% | -73.6% |
| All | -61.2% | -11.8% | -49.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling