-53.3%
CSGP vs VSXY
+210.1%
-263.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.4% | -4.4% | +4.1% |
| 7D | +18.3% | +14.2% | +4.1% | +18.6% |
| 30D | +17.8% | +21.9% | -4.1% | +18.2% |
| 3M | +9.3% | +22.1% | -12.9% | +9.8% |
| 6M | -7.9% | +116.7% | -124.6% | -7.1% |
| YTD | -51.5% | +101.1% | -152.7% | -51.8% |
| 1Y | -53.3% | +208.0% | -261.3% | -55.9% |
| All | -53.3% | +210.1% | -263.5% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling