-64.8%
CSGP vs SU
+337.7%
-402.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -4.1% | +3.6% | -7.6% | -4.6% |
| 30D | +2.3% | +7.9% | -5.5% | +1.1% |
| 3M | -8.2% | +3.5% | -11.7% | -9.0% |
| 6M | -35.1% | +19.0% | -54.0% | -37.2% |
| YTD | -54.0% | +55.0% | -109.0% | -57.6% |
| 1Y | -65.3% | +71.2% | -136.5% | -68.6% |
| 3Y | -62.6% | +117.4% | -180.0% | -67.7% |
| All | -64.8% | +337.7% | -402.5% | -70.5% |
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