-57.7%
CSGP vs URI
+154.2%
-211.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.7% |
| 7D | +18.3% | -4.3% | +22.6% | +19.1% |
| 30D | +17.8% | +4.6% | +13.2% | +16.6% |
| 3M | +9.3% | -2.1% | +11.4% | +9.3% |
| 6M | -7.9% | +21.9% | -29.8% | -12.6% |
| YTD | -51.5% | +39.7% | -91.2% | -56.0% |
| 1Y | -53.3% | +32.9% | -86.2% | -57.0% |
| All | -57.7% | +154.2% | -211.9% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling