-64.8%
CSGP vs VEU
+56.2%
-121.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.8% |
| 7D | -4.1% | +1.1% | -5.2% | -4.9% |
| 30D | +2.3% | +2.2% | +0.1% | +0.7% |
| 3M | -8.2% | +3.0% | -11.2% | -11.1% |
| 6M | -35.1% | +10.9% | -45.9% | -41.6% |
| YTD | -54.0% | +18.2% | -72.2% | -61.4% |
| 1Y | -65.3% | +28.3% | -93.6% | -73.2% |
| 3Y | -62.6% | +74.6% | -137.2% | -79.1% |
| All | -64.8% | +56.2% | -121.0% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling