-61.5%
CSGP vs VSH
+19.6%
-81.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.8% | +13.2% | -0.1% |
| 7D | +13.9% | -25.2% | +39.1% | +17.0% |
| 30D | +16.0% | -41.8% | +57.8% | +22.6% |
| 3M | +6.1% | -33.4% | +39.5% | +9.3% |
| 6M | -8.2% | -31.0% | +22.9% | -13.1% |
| YTD | -52.3% | +53.6% | -105.9% | -65.1% |
| 1Y | -54.5% | +46.3% | -100.8% | -66.3% |
| 3Y | -58.6% | -1.0% | -57.6% | -65.9% |
| 5Y | -61.5% | +18.6% | -80.1% | -73.1% |
| All | -61.5% | +19.6% | -81.1% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling