-61.5%
CSGP vs UL
+34.6%
-96.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | +13.9% | +5.5% | +8.4% | +11.8% |
| 30D | +16.0% | +11.4% | +4.6% | +12.1% |
| 3M | +6.1% | +6.0% | +0.1% | +4.2% |
| 6M | -8.2% | +18.0% | -26.2% | -12.5% |
| YTD | -52.3% | +6.2% | -58.5% | -53.5% |
| 1Y | -54.5% | +1.5% | -56.0% | -55.1% |
| 3Y | -58.6% | +39.8% | -98.4% | -62.9% |
| 5Y | -61.5% | +34.3% | -95.8% | -66.7% |
| All | -61.5% | +34.6% | -96.1% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling