-57.4%
CSGP vs VLTO
+54.7%
-112.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +18.3% | +13.8% | +4.5% | +10.3% |
| 30D | +17.8% | +21.2% | -3.4% | +6.5% |
| 3M | +9.3% | +21.5% | -12.2% | -1.2% |
| 6M | -7.9% | +33.0% | -40.9% | -20.1% |
| YTD | -51.5% | +17.8% | -69.3% | -55.6% |
| 1Y | -53.3% | +18.1% | -71.4% | -57.3% |
| 3Y | -57.9% | +67.6% | -125.5% | -64.5% |
| All | -57.4% | +54.7% | -112.1% | -63.5% |
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