+62.6%
CSGP vs UL
+104.4%
-41.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -7.1% | -1.7% | -5.4% | -6.5% |
| 30D | +3.6% | +4.5% | -0.9% | +2.3% |
| 3M | -2.7% | +5.5% | -8.2% | -4.2% |
| 6M | -8.0% | +17.0% | -25.0% | -12.5% |
| YTD | -55.0% | +3.2% | -58.2% | -55.6% |
| 1Y | -55.8% | -1.9% | -53.9% | -55.6% |
| 3Y | -62.0% | +33.6% | -95.5% | -66.1% |
| 5Y | -62.9% | +31.5% | -94.4% | -67.3% |
| 10Y | +62.6% | +103.9% | -41.3% | +31.5% |
| All | +62.6% | +104.4% | -41.8% | +31.5% |
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