+65.2%
CSGP vs VIG
+257.3%
-192.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.3% |
| 7D | +1.3% | -1.8% | +3.0% | +3.2% |
| 30D | +10.7% | +2.7% | +8.0% | +7.6% |
| 3M | +3.3% | 0.0% | +3.3% | +3.4% |
| 6M | -10.3% | +6.8% | -17.1% | -16.4% |
| YTD | -54.6% | +12.1% | -66.6% | -59.8% |
| 1Y | -54.6% | +14.8% | -69.5% | -61.0% |
| 3Y | -60.3% | +62.4% | -122.8% | -76.3% |
| 5Y | -63.3% | +59.6% | -122.9% | -77.4% |
| All | +65.2% | +257.3% | -192.1% | -57.5% |
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