+44.1%
CSGP vs URA
+359.3%
-315.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -4.1% | +1.1% | -5.1% | -4.3% |
| 30D | +2.3% | +7.4% | -5.1% | +0.8% |
| 3M | -8.2% | -8.4% | +0.2% | -7.3% |
| 6M | -35.1% | -12.7% | -22.3% | -34.3% |
| YTD | -54.0% | +7.8% | -61.8% | -56.2% |
| 1Y | -65.3% | +19.5% | -84.8% | -68.2% |
| 3Y | -62.6% | +116.4% | -179.0% | -71.7% |
| 5Y | -64.8% | +134.3% | -199.1% | -74.9% |
| All | +44.1% | +359.3% | -315.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling