-61.5%
CSGP vs VCIT
+3.7%
-65.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.9% |
| 7D | +13.9% | +0.5% | +13.4% | +13.2% |
| 30D | +16.0% | +2.1% | +13.9% | +13.1% |
| 3M | +6.1% | -1.6% | +7.7% | +8.4% |
| 6M | -8.2% | -1.6% | -6.6% | -6.3% |
| YTD | -52.3% | -1.5% | -50.8% | -51.4% |
| 1Y | -54.5% | -0.4% | -54.1% | -54.3% |
| 3Y | -58.6% | +19.6% | -78.2% | -67.0% |
| 5Y | -61.5% | +3.3% | -64.8% | -63.7% |
| All | -61.5% | +3.7% | -65.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling