+648.6%
CSGP vs VO
+827.2%
-178.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.2% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | +2.3% | -0.3% | +2.7% | +2.7% |
| 3M | -8.2% | +2.9% | -11.1% | -11.0% |
| 6M | -35.1% | +9.3% | -44.4% | -40.7% |
| YTD | -54.0% | +14.2% | -68.2% | -59.7% |
| 1Y | -65.3% | +15.3% | -80.6% | -69.9% |
| 3Y | -62.6% | +56.2% | -118.8% | -75.6% |
| 5Y | -64.8% | +42.4% | -107.3% | -74.6% |
| 10Y | +45.1% | +194.7% | -149.7% | -47.0% |
| All | +648.6% | +827.2% | -178.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling