+3,264.4%
CSGP vs VFC
+134.3%
+3,130.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.1% |
| 7D | -4.1% | -1.6% | -2.5% | -3.7% |
| 30D | +2.3% | -11.6% | +13.9% | +5.9% |
| 3M | -8.2% | -18.1% | +9.9% | -3.7% |
| 6M | -35.1% | -27.4% | -7.7% | -30.1% |
| YTD | -54.0% | -24.8% | -29.2% | -51.2% |
| 1Y | -65.3% | -8.2% | -57.1% | -65.6% |
| 3Y | -62.6% | -29.1% | -33.5% | -65.1% |
| 5Y | -64.8% | -79.2% | +14.3% | -51.6% |
| 10Y | +45.1% | -68.1% | +113.2% | +59.4% |
| All | +3,264.4% | +134.3% | +3,130.0% | +1,527.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling