-65.9%
CSGP vs VSXY
+101.4%
-167.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.7% |
| 7D | -3.2% | +10.2% | -13.3% | -4.0% |
| 30D | +2.2% | +33.6% | -31.4% | -0.5% |
| 3M | -3.7% | +10.8% | -14.4% | -4.8% |
| 6M | -7.4% | +130.5% | -138.0% | -15.9% |
| YTD | -54.9% | +104.4% | -159.3% | -58.9% |
| 1Y | -54.9% | +216.5% | -271.4% | -61.1% |
| 3Y | -61.9% | +465.9% | -527.8% | -71.5% |
| 5Y | -63.1% | +123.1% | -186.2% | -68.2% |
| All | -65.9% | +101.4% | -167.2% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling