+65.2%
CSGP vs VSH
+95.6%
-30.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.7% | -10.4% | -5.8% |
| 7D | +1.3% | -12.9% | +14.2% | +3.5% |
| 30D | +10.7% | -36.9% | +47.5% | +19.8% |
| 3M | +3.3% | -28.8% | +32.0% | +7.6% |
| 6M | -10.3% | -30.3% | +20.0% | -13.1% |
| YTD | -54.6% | +62.4% | -116.9% | -67.3% |
| 1Y | -54.6% | +62.5% | -117.2% | -67.5% |
| 3Y | -60.3% | +7.4% | -67.7% | -68.9% |
| 5Y | -63.3% | +25.4% | -88.7% | -73.4% |
| All | +65.2% | +95.6% | -30.4% | -17.8% |
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