-61.5%
CSGP vs VFC
-67.9%
+6.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | +13.9% | +10.9% | +3.0% | +11.8% |
| 30D | +16.0% | +40.6% | -24.6% | +9.2% |
| 3M | +6.1% | +34.4% | -28.4% | +0.6% |
| 6M | -8.2% | +12.3% | -20.5% | -10.8% |
| YTD | -52.3% | +14.4% | -66.7% | -54.0% |
| 1Y | -54.5% | +40.6% | -95.1% | -57.7% |
| 3Y | -58.6% | +40.1% | -98.7% | -64.6% |
| 5Y | -61.5% | -67.6% | +6.1% | -37.4% |
| All | -61.5% | -67.9% | +6.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling