+67.3%
CSGP vs VFC
-44.8%
+112.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.7% |
| 7D | -1.8% | +7.7% | -9.5% | -3.4% |
| 30D | +5.3% | +39.2% | -33.9% | -2.1% |
| 3M | +3.3% | +40.3% | -37.0% | -4.2% |
| 6M | -4.7% | +11.4% | -16.0% | -7.8% |
| YTD | -53.5% | +17.5% | -71.1% | -55.9% |
| 1Y | -53.7% | +45.9% | -99.6% | -58.2% |
| 3Y | -59.7% | +47.3% | -107.1% | -67.4% |
| 5Y | -62.5% | -67.2% | +4.7% | -52.1% |
| 10Y | +67.3% | -46.1% | +113.4% | +85.8% |
| All | +67.3% | -44.8% | +112.1% | +85.8% |
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