+65.2%
CSGP vs VMC
+159.8%
-94.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.4% |
| 7D | +1.3% | +0.5% | +0.7% | +1.1% |
| 30D | +10.7% | +15.8% | -5.1% | +5.5% |
| 3M | +3.3% | +0.6% | +2.7% | +3.0% |
| 6M | -10.3% | -4.0% | -6.3% | -9.5% |
| YTD | -54.6% | -0.3% | -54.3% | -55.2% |
| 1Y | -54.6% | -0.5% | -54.1% | -55.3% |
| 3Y | -60.3% | +39.6% | -99.9% | -65.9% |
| 5Y | -63.3% | +50.1% | -113.4% | -69.5% |
| All | +65.2% | +159.8% | -94.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling