-63.2%
CSGP vs VSH
+24.4%
-87.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.7% | -10.4% | -5.2% |
| 7D | +1.3% | -12.9% | +14.2% | +2.4% |
| 30D | +10.7% | -36.9% | +47.5% | +15.8% |
| 3M | +3.3% | -28.8% | +32.0% | +5.6% |
| 6M | -10.3% | -30.3% | +20.0% | -14.6% |
| YTD | -54.6% | +62.4% | -116.9% | -67.0% |
| 1Y | -54.6% | +62.5% | -117.2% | -67.2% |
| 3Y | -60.3% | +7.4% | -67.7% | -67.9% |
| All | -63.2% | +24.4% | -87.6% | -74.5% |
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