+590.6%
CSGP vs VEU
+168.5%
+422.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +1.3% | -1.6% | +2.9% | +2.5% |
| 30D | +10.7% | -4.3% | +15.0% | +14.0% |
| 3M | +3.3% | -5.8% | +9.1% | +7.5% |
| 6M | -10.3% | -4.4% | -6.0% | -9.1% |
| YTD | -54.6% | +8.7% | -63.2% | -58.7% |
| 1Y | -54.6% | +12.6% | -67.3% | -60.0% |
| 3Y | -60.3% | +65.2% | -125.6% | -74.1% |
| 5Y | -63.3% | +45.5% | -108.8% | -73.3% |
| 10Y | +66.5% | +142.7% | -76.2% | -18.0% |
| All | +590.6% | +168.5% | +422.0% | +228.9% |
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 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