+65.1%
CSGP vs VSH
+117.5%
-52.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -3.2% |
| 7D | -3.2% | -1.6% | -1.6% | -3.3% |
| 30D | +2.2% | -21.3% | +23.5% | +5.8% |
| 3M | -3.7% | -18.9% | +15.3% | -2.0% |
| 6M | -7.4% | -21.4% | +14.0% | -12.1% |
| YTD | -54.9% | +86.8% | -141.7% | -68.4% |
| 1Y | -54.9% | +85.8% | -140.6% | -68.5% |
| 3Y | -61.9% | +30.1% | -92.1% | -71.5% |
| 5Y | -63.1% | +42.8% | -105.9% | -73.9% |
| 10Y | +65.1% | +121.2% | -56.1% | -17.3% |
| All | +65.1% | +117.5% | -52.4% | -17.3% |
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