+65.1%
CSGP vs UL
+106.3%
-41.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.2% | +2.6% | -5.7% | -4.0% |
| 30D | +2.2% | +6.8% | -4.5% | +0.1% |
| 3M | -3.7% | +5.7% | -9.4% | -5.2% |
| 6M | -7.4% | +15.9% | -23.3% | -11.7% |
| YTD | -54.9% | +4.3% | -59.2% | -55.7% |
| 1Y | -54.9% | -0.4% | -54.5% | -55.0% |
| 3Y | -61.9% | +35.0% | -96.9% | -66.2% |
| 5Y | -63.1% | +31.6% | -94.7% | -67.5% |
| 10Y | +65.1% | +104.6% | -39.5% | +33.9% |
| All | +65.1% | +106.3% | -41.1% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling