+44.1%
CSGP vs URI
+1,179.9%
-1,135.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.8% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | +2.3% | -12.9% | +15.3% | +5.9% |
| 3M | -8.2% | -6.7% | -1.4% | -7.3% |
| 6M | -35.1% | +19.0% | -54.1% | -39.5% |
| YTD | -54.0% | +25.5% | -79.6% | -58.0% |
| 1Y | -65.3% | +5.5% | -70.8% | -66.8% |
| 3Y | -62.6% | +111.3% | -173.9% | -71.5% |
| 5Y | -64.8% | +198.6% | -263.4% | -76.3% |
| All | +44.1% | +1,179.9% | -1,135.8% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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