-61.9%
CSGP vs VFC
+47.8%
-109.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -3.2% | +3.5% | -6.7% | -3.7% |
| 30D | +2.2% | +38.3% | -36.0% | -2.6% |
| 3M | -3.7% | +40.2% | -43.8% | -8.5% |
| 6M | -7.4% | +10.6% | -18.1% | -9.5% |
| YTD | -54.9% | +16.7% | -71.6% | -56.3% |
| 1Y | -54.9% | +45.0% | -99.9% | -57.7% |
| 3Y | -61.9% | +48.8% | -110.7% | -66.4% |
| All | -61.9% | +47.8% | -109.7% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling