-63.3%
CSGP vs OSCR
+402.4%
-465.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.0% |
| 7D | -5.1% | +10.7% | -15.8% | -5.8% |
| 30D | +0.3% | +18.3% | -18.0% | -0.9% |
| 3M | -9.1% | +20.5% | -29.7% | -10.4% |
| 6M | -37.3% | +138.5% | -175.8% | -41.0% |
| YTD | -54.9% | +129.7% | -184.6% | -57.6% |
| 1Y | -65.5% | +62.8% | -128.3% | -67.0% |
| 3Y | -63.3% | +411.8% | -475.0% | -69.8% |
| All | -63.3% | +402.4% | -465.7% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling