-59.6%
CSGP vs VLTO
+27.2%
-86.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.6% |
| 7D | -4.1% | -2.3% | -1.8% | -2.9% |
| 30D | +2.3% | -0.9% | +3.2% | +2.9% |
| 3M | -8.2% | +13.8% | -22.0% | -13.3% |
| 6M | -35.1% | +2.0% | -37.1% | -35.7% |
| YTD | -54.0% | -3.2% | -50.8% | -53.4% |
| 1Y | -65.3% | -9.2% | -56.1% | -63.9% |
| All | -59.6% | +27.2% | -86.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling