-64.8%
CSGP vs UL
+23.5%
-88.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.1% | -1.3% | -2.7% | -3.7% |
| 30D | +2.3% | +0.5% | +1.8% | +2.2% |
| 3M | -8.2% | +17.6% | -25.8% | -12.1% |
| 6M | -35.1% | -5.4% | -29.7% | -34.2% |
| YTD | -54.0% | +0.7% | -54.7% | -54.4% |
| 1Y | -65.3% | -9.3% | -56.1% | -64.6% |
| 3Y | -62.6% | +24.5% | -87.1% | -65.3% |
| All | -64.8% | +23.5% | -88.3% | -69.3% |
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