+442.8%
CSGP vs VIG
+623.5%
-180.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -1.9% |
| 7D | -4.1% | -0.4% | -3.6% | -3.6% |
| 30D | +2.3% | -1.0% | +3.3% | +3.5% |
| 3M | -8.2% | +2.8% | -10.9% | -10.9% |
| 6M | -35.1% | +8.2% | -43.3% | -40.6% |
| YTD | -54.0% | +11.0% | -65.1% | -59.1% |
| 1Y | -65.3% | +16.1% | -81.5% | -70.7% |
| 3Y | -62.6% | +56.2% | -118.7% | -77.1% |
| 5Y | -64.8% | +63.0% | -127.8% | -79.1% |
| 10Y | +45.1% | +241.4% | -196.3% | -62.2% |
| All | +442.8% | +623.5% | -180.8% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling