+65.2%
CSGP vs VCLT
+18.4%
+46.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | +10.7% | +3.7% | +7.0% | +8.6% |
| 3M | +3.3% | -1.0% | +4.2% | +4.0% |
| 6M | -10.3% | -3.4% | -7.0% | -8.5% |
| YTD | -54.6% | -2.6% | -52.0% | -53.9% |
| 1Y | -54.6% | -3.3% | -51.4% | -53.8% |
| 3Y | -60.3% | +17.3% | -77.7% | -63.5% |
| 5Y | -63.3% | -17.0% | -46.3% | -60.7% |
| All | +65.2% | +18.4% | +46.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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