+44.1%
CSGP vs VSH
+169.0%
-124.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.9% | -3.4% |
| 7D | -4.1% | +4.1% | -8.1% | -5.0% |
| 30D | +2.3% | -4.2% | +6.5% | +2.7% |
| 3M | -8.2% | -50.0% | +41.8% | +5.1% |
| 6M | -35.1% | +80.2% | -115.2% | -51.4% |
| YTD | -54.0% | +121.1% | -175.1% | -68.3% |
| 1Y | -65.3% | +112.0% | -177.3% | -76.0% |
| 3Y | -62.6% | +22.5% | -85.1% | -69.9% |
| 5Y | -64.8% | +64.0% | -128.9% | -75.3% |
| All | +44.1% | +169.0% | -124.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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