-53.3%
CSGP vs UL
+1.7%
-55.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.8% | +2.1% |
| 7D | +18.3% | +4.7% | +13.6% | +15.3% |
| 30D | +17.8% | +11.6% | +6.2% | +12.0% |
| 3M | +9.3% | +5.3% | +3.9% | +6.5% |
| 6M | -7.9% | +16.0% | -24.0% | -12.6% |
| YTD | -51.5% | +5.0% | -56.5% | -55.1% |
| 1Y | -53.3% | +1.1% | -54.4% | -56.0% |
| All | -53.3% | +1.7% | -55.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling