-61.5%
CSGP vs SUI
-25.7%
-35.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | +13.9% | +8.8% | +5.1% | +9.3% |
| 30D | +16.0% | +8.9% | +7.1% | +11.7% |
| 3M | +6.1% | +2.0% | +4.1% | +5.4% |
| 6M | -8.2% | -0.6% | -7.5% | -7.7% |
| YTD | -52.3% | +1.3% | -53.7% | -52.8% |
| 1Y | -54.5% | +1.3% | -55.8% | -54.9% |
| 3Y | -58.6% | +16.3% | -74.9% | -62.8% |
| 5Y | -61.5% | -25.1% | -36.5% | -53.9% |
| All | -61.5% | -25.7% | -35.8% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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