-59.0%
CSGP vs OSCR
-10.7%
-48.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.8% |
| 7D | -1.8% | +3.7% | -5.5% | -2.2% |
| 30D | +5.3% | -3.7% | +9.0% | +5.6% |
| 3M | +3.3% | +15.2% | -11.9% | +1.9% |
| 6M | -4.7% | +50.8% | -55.5% | -8.6% |
| YTD | -53.5% | +123.7% | -177.2% | -57.3% |
| 1Y | -53.7% | +81.4% | -135.1% | -56.8% |
| 3Y | -59.7% | +376.1% | -435.9% | -67.9% |
| 5Y | -62.5% | +97.7% | -160.1% | -70.1% |
| All | -59.0% | -10.7% | -48.3% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling