-63.1%
CSGP vs VCLT
-17.9%
-45.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.9% | -2.1% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | +2.2% | +2.3% | -0.1% | +0.7% |
| 3M | -3.7% | -1.1% | -2.6% | -2.6% |
| 6M | -7.4% | -4.2% | -3.3% | -4.4% |
| YTD | -54.9% | -3.4% | -51.5% | -53.8% |
| 1Y | -54.9% | -3.8% | -51.1% | -53.6% |
| 3Y | -61.9% | +14.7% | -76.6% | -65.5% |
| 5Y | -63.1% | -16.7% | -46.4% | -59.2% |
| All | -63.1% | -17.9% | -45.3% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling