-53.5%
CSGP vs VFC
+42.4%
-95.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.8% |
| 3M | +3.3% | +40.3% | -37.0% | -3.9% |
| 6M | -4.7% | +11.4% | -16.0% | -7.8% |
| YTD | -53.5% | +17.5% | -71.1% | -55.5% |
| All | -53.5% | +42.4% | -95.9% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling