+60.0%
CSGP vs VIG
+262.6%
-202.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | +3.5% | -2.1% | -2.3% |
| 30D | +2.8% | +4.9% | -2.1% | -2.3% |
| 3M | -6.3% | +2.5% | -8.8% | -8.7% |
| 6M | -3.2% | +11.0% | -14.2% | -13.4% |
| YTD | -54.0% | +16.0% | -69.9% | -60.8% |
| 1Y | -54.8% | +17.5% | -72.4% | -62.1% |
| 3Y | -60.6% | +67.0% | -127.6% | -77.2% |
| 5Y | -62.6% | +64.8% | -127.4% | -77.8% |
| All | +60.0% | +262.6% | -202.6% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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