+3,446.1%
CSGP vs SUI
+1,810.5%
+1,635.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.1% | +1.6% |
| 7D | +18.3% | +10.0% | +8.3% | +13.2% |
| 30D | +17.8% | +8.4% | +9.4% | +13.9% |
| 3M | +9.3% | +0.7% | +8.6% | +9.4% |
| 6M | -7.9% | -0.9% | -7.0% | -7.1% |
| YTD | -51.5% | +0.6% | -52.2% | -51.7% |
| 1Y | -53.3% | +0.8% | -54.1% | -53.5% |
| 3Y | -57.9% | +15.5% | -73.4% | -61.5% |
| 5Y | -61.3% | -25.9% | -35.5% | -56.9% |
| 10Y | +77.5% | +119.5% | -42.0% | +14.1% |
| All | +3,446.1% | +1,810.5% | +1,635.6% | +504.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling