-63.1%
CSGP vs SU
+230.1%
-293.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.7% |
| 7D | +1.3% | +1.7% | -0.4% | +1.1% |
| 30D | +2.8% | -7.9% | +10.7% | +3.9% |
| 3M | -6.3% | +7.5% | -13.9% | -7.9% |
| 6M | -3.2% | +7.2% | -10.4% | -5.0% |
| YTD | -54.0% | +60.9% | -114.9% | -58.3% |
| 1Y | -54.8% | +63.6% | -118.5% | -59.3% |
| 3Y | -60.6% | +128.9% | -189.4% | -66.8% |
| All | -63.1% | +230.1% | -293.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling