+505.7%
CSGP vs URA
-53.7%
+559.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.6% | -0.5% |
| 7D | +13.9% | -13.3% | +27.2% | +17.3% |
| 30D | +16.0% | -25.9% | +41.9% | +23.4% |
| 3M | +6.1% | -27.8% | +33.9% | +13.0% |
| 6M | -8.2% | -42.8% | +34.7% | +2.1% |
| YTD | -52.3% | -27.5% | -24.8% | -51.0% |
| 1Y | -54.5% | -35.1% | -19.4% | -52.1% |
| 3Y | -58.6% | +31.1% | -89.6% | -65.9% |
| 5Y | -61.5% | +29.8% | -91.3% | -69.3% |
| 10Y | +74.7% | +265.1% | -190.5% | -7.0% |
| All | +505.7% | -53.7% | +559.4% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling