-59.7%
CSGP vs VCLT
+15.4%
-75.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.0% |
| 7D | -1.8% | +1.2% | -3.1% | -2.9% |
| 30D | +5.3% | +3.4% | +1.9% | +2.5% |
| 3M | +3.3% | -0.9% | +4.2% | +4.1% |
| 6M | -4.7% | -3.1% | -1.5% | -2.3% |
| YTD | -53.5% | -2.4% | -51.2% | -52.8% |
| 1Y | -53.7% | -2.7% | -51.1% | -52.9% |
| 3Y | -59.7% | +16.9% | -76.6% | -65.7% |
| All | -59.7% | +15.4% | -75.2% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling