-58.1%
CSGP vs VLTO
+54.1%
-112.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +13.9% | +12.0% | +1.9% | +7.1% |
| 30D | +16.0% | +20.8% | -4.8% | +5.1% |
| 3M | +6.1% | +20.1% | -14.0% | -3.5% |
| 6M | -8.2% | +32.6% | -40.8% | -20.2% |
| YTD | -52.3% | +17.3% | -69.6% | -56.3% |
| 1Y | -54.5% | +17.3% | -71.8% | -58.3% |
| 3Y | -58.6% | +66.9% | -125.5% | -65.0% |
| All | -58.1% | +54.1% | -112.2% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling