+669.7%
CSGP vs VCLT
+101.2%
+568.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +13.9% | +0.3% | +13.6% | +13.8% |
| 30D | +16.0% | +3.6% | +12.4% | +15.0% |
| 3M | +6.1% | -1.9% | +8.0% | +6.7% |
| 6M | -8.2% | -3.2% | -5.0% | -7.4% |
| YTD | -52.3% | -3.1% | -49.3% | -51.9% |
| 1Y | -54.5% | -3.1% | -51.4% | -54.1% |
| 3Y | -58.6% | +15.9% | -74.5% | -59.7% |
| 5Y | -61.5% | -17.4% | -44.1% | -61.9% |
| 10Y | +74.7% | +17.6% | +57.1% | +89.9% |
| All | +669.7% | +101.2% | +568.4% | +1,040.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling