+624.5%
CSGP vs VEU
+168.0%
+456.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | +1.1% |
| 7D | +13.9% | -3.4% | +17.3% | +16.8% |
| 30D | +16.0% | -5.6% | +21.6% | +20.7% |
| 3M | +6.1% | -6.2% | +12.3% | +10.8% |
| 6M | -8.2% | -2.0% | -6.2% | -8.7% |
| YTD | -52.3% | +8.5% | -60.8% | -56.6% |
| 1Y | -54.5% | +12.1% | -66.6% | -59.7% |
| 3Y | -58.6% | +64.7% | -123.3% | -72.9% |
| 5Y | -61.5% | +45.3% | -106.8% | -72.0% |
| 10Y | +74.7% | +142.3% | -67.6% | -13.8% |
| All | +624.5% | +168.0% | +456.4% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling