-63.2%
CSGP vs VEU
+45.1%
-108.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +1.3% | -1.6% | +2.9% | +2.4% |
| 30D | +10.7% | -4.3% | +15.0% | +13.8% |
| 3M | +3.3% | -5.8% | +9.1% | +7.2% |
| 6M | -10.3% | -4.4% | -6.0% | -9.3% |
| YTD | -54.6% | +8.7% | -63.2% | -59.7% |
| 1Y | -54.6% | +12.6% | -67.3% | -61.3% |
| 3Y | -60.3% | +65.2% | -125.6% | -77.5% |
| All | -63.2% | +45.1% | -108.4% | -74.7% |
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