+44.1%
CSGP vs VFC
-67.5%
+111.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.9% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | +2.3% | -11.6% | +13.9% | +5.1% |
| 3M | -8.2% | -18.1% | +9.9% | -4.6% |
| 6M | -35.1% | -27.4% | -7.7% | -31.2% |
| YTD | -54.0% | -24.8% | -29.2% | -51.8% |
| 1Y | -65.3% | -8.2% | -57.1% | -65.4% |
| 3Y | -62.6% | -29.1% | -33.5% | -64.2% |
| 5Y | -64.8% | -79.2% | +14.3% | -50.4% |
| All | +44.1% | -67.5% | +111.6% | +81.4% |
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