-63.2%
CSGP vs UL
+31.0%
-94.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -3.7% |
| 7D | +1.3% | +1.1% | +0.1% | +0.9% |
| 30D | +10.7% | +8.2% | +2.5% | +8.1% |
| 3M | +3.3% | +4.5% | -1.3% | +2.1% |
| 6M | -10.3% | +12.6% | -22.9% | -13.2% |
| YTD | -54.6% | +3.5% | -58.1% | -55.3% |
| 1Y | -54.6% | -0.4% | -54.2% | -54.9% |
| 3Y | -60.3% | +36.0% | -96.3% | -64.1% |
| All | -63.2% | +31.0% | -94.2% | -67.9% |
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 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