-63.1%
CSGP vs UL
+33.5%
-96.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +2.8% | +4.5% | -1.7% | +1.6% |
| 3M | -6.3% | +6.5% | -12.8% | -8.0% |
| 6M | -3.2% | +18.2% | -21.3% | -7.5% |
| YTD | -54.0% | +4.7% | -58.6% | -54.9% |
| 1Y | -54.8% | +0.8% | -55.6% | -55.3% |
| 3Y | -60.6% | +35.9% | -96.5% | -64.3% |
| All | -63.1% | +33.5% | -96.6% | -68.1% |
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