-60.6%
CSGP vs VEU
+70.2%
-130.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +1.3% | +2.1% | -0.8% | +0.6% |
| 30D | +2.8% | -0.9% | +3.7% | +3.0% |
| 3M | -6.3% | -5.4% | -0.9% | -4.6% |
| 6M | -3.2% | -1.8% | -1.4% | -3.6% |
| YTD | -54.0% | +10.9% | -64.9% | -58.6% |
| 1Y | -54.8% | +13.6% | -68.4% | -60.2% |
| 3Y | -60.6% | +69.3% | -129.8% | -77.5% |
| All | -60.6% | +70.2% | -130.8% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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