-61.5%
CSGP vs URI
+178.2%
-239.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.5% | +0.3% |
| 7D | +13.9% | -12.9% | +26.8% | +18.1% |
| 30D | +16.0% | -3.4% | +19.4% | +16.7% |
| 3M | +6.1% | -10.0% | +16.1% | +8.6% |
| 6M | -8.2% | +12.2% | -20.4% | -13.2% |
| YTD | -52.3% | +29.8% | -82.1% | -57.9% |
| 1Y | -54.5% | +24.6% | -79.1% | -59.3% |
| 3Y | -58.6% | +137.6% | -196.2% | -73.2% |
| 5Y | -61.5% | +176.6% | -238.1% | -78.9% |
| All | -61.5% | +178.2% | -239.7% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling