-60.2%
CSGP vs OSCR
-7.0%
-53.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.1% | -3.3% |
| 7D | -3.2% | +3.3% | -6.4% | -3.5% |
| 30D | +2.2% | +0.3% | +1.9% | +2.1% |
| 3M | -3.7% | +21.0% | -24.6% | -5.4% |
| 6M | -7.4% | +57.1% | -64.5% | -11.6% |
| YTD | -54.9% | +132.9% | -187.8% | -58.7% |
| 1Y | -54.9% | +129.1% | -184.0% | -58.8% |
| 3Y | -61.9% | +370.7% | -432.7% | -69.5% |
| 5Y | -63.1% | +102.6% | -165.7% | -70.7% |
| All | -60.2% | -7.0% | -53.2% | -66.4% |
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