+3,446.1%
CSGP vs UL
+525.9%
+2,920.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.8% | +3.1% |
| 7D | +18.3% | +4.7% | +13.6% | +16.8% |
| 30D | +17.8% | +11.6% | +6.2% | +14.3% |
| 3M | +9.3% | +5.3% | +3.9% | +7.9% |
| 6M | -7.9% | +16.0% | -24.0% | -11.5% |
| YTD | -51.5% | +5.0% | -56.5% | -52.3% |
| 1Y | -53.3% | +1.1% | -54.4% | -53.5% |
| 3Y | -57.9% | +38.1% | -96.0% | -61.9% |
| 5Y | -61.3% | +32.7% | -94.0% | -65.0% |
| 10Y | +77.5% | +100.3% | -22.7% | +41.7% |
| All | +3,446.1% | +525.9% | +2,920.2% | +2,518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling