+3,446.1%
CSGP vs URI
+2,679.4%
+766.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +5.1% |
| 7D | +18.3% | -4.3% | +22.6% | +19.5% |
| 30D | +17.8% | +4.6% | +13.2% | +16.2% |
| 3M | +9.3% | -2.1% | +11.4% | +9.3% |
| 6M | -7.9% | +21.9% | -29.8% | -13.7% |
| YTD | -51.5% | +39.7% | -91.2% | -56.8% |
| 1Y | -53.3% | +32.9% | -86.2% | -57.9% |
| 3Y | -57.9% | +155.8% | -213.7% | -68.7% |
| 5Y | -61.3% | +202.4% | -263.8% | -72.9% |
| 10Y | +77.5% | +1,517.7% | -1,440.2% | -26.0% |
| All | +3,446.1% | +2,679.4% | +766.7% | +645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling