-61.5%
CSGP vs VIG
+60.3%
-121.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | +2.4% |
| 7D | +13.9% | -2.0% | +15.9% | +16.6% |
| 30D | +16.0% | +2.7% | +13.3% | +12.2% |
| 3M | +6.1% | +0.3% | +5.7% | +5.7% |
| 6M | -8.2% | +7.6% | -15.8% | -16.1% |
| YTD | -52.3% | +12.5% | -64.8% | -58.9% |
| 1Y | -54.5% | +14.8% | -69.3% | -61.8% |
| 3Y | -58.6% | +63.2% | -121.8% | -78.1% |
| 5Y | -61.5% | +60.2% | -121.7% | -78.8% |
| All | -61.5% | +60.3% | -121.8% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling