+3,388.4%
CSGP vs VSH
+267.2%
+3,121.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.8% | +13.2% | +2.1% |
| 7D | +13.9% | -25.2% | +39.1% | +21.4% |
| 30D | +16.0% | -41.8% | +57.8% | +30.4% |
| 3M | +6.1% | -33.4% | +39.5% | +13.8% |
| 6M | -8.2% | -31.0% | +22.9% | -8.5% |
| YTD | -52.3% | +53.6% | -105.9% | -63.0% |
| 1Y | -54.5% | +46.3% | -100.8% | -64.3% |
| 3Y | -58.6% | -1.0% | -57.6% | -65.4% |
| 5Y | -61.5% | +18.6% | -80.1% | -69.7% |
| 10Y | +74.7% | +91.7% | -17.0% | +13.2% |
| All | +3,388.4% | +267.2% | +3,121.2% | +1,409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling