+73.3%
CSGP vs VCIT
+29.0%
+44.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.9% |
| 7D | +13.9% | +0.5% | +13.4% | +13.3% |
| 30D | +16.0% | +2.1% | +13.9% | +13.6% |
| 3M | +6.1% | -1.6% | +7.7% | +8.0% |
| 6M | -8.2% | -1.6% | -6.6% | -6.6% |
| YTD | -52.3% | -1.5% | -50.8% | -51.6% |
| 1Y | -54.5% | -0.4% | -54.1% | -54.3% |
| 3Y | -58.6% | +19.6% | -78.2% | -65.4% |
| 5Y | -61.5% | +3.3% | -64.8% | -63.8% |
| All | +73.3% | +29.0% | +44.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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