-57.7%
CSGP vs VLTO
+69.4%
-127.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +18.3% | +13.8% | +4.5% | +9.7% |
| 30D | +17.8% | +21.2% | -3.4% | +5.7% |
| 3M | +9.3% | +21.5% | -12.2% | -2.0% |
| 6M | -7.9% | +33.0% | -40.9% | -21.0% |
| YTD | -51.5% | +17.8% | -69.3% | -55.9% |
| 1Y | -53.3% | +18.1% | -71.4% | -57.6% |
| All | -57.7% | +69.4% | -127.1% | -64.1% |
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