+65.2%
CSGP vs VFC
-46.8%
+112.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +1.3% | +11.2% | -9.9% | -1.1% |
| 30D | +10.7% | +41.5% | -30.8% | +2.5% |
| 3M | +3.3% | +38.9% | -35.7% | -4.1% |
| 6M | -10.3% | +6.1% | -16.5% | -12.4% |
| YTD | -54.6% | +14.5% | -69.1% | -56.6% |
| 1Y | -54.6% | +46.0% | -100.6% | -59.0% |
| 3Y | -60.3% | +36.4% | -96.7% | -67.3% |
| 5Y | -63.3% | -67.5% | +4.2% | -53.1% |
| All | +65.2% | -46.8% | +112.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling