-63.2%
CSGP vs VSXY
+110.3%
-173.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -4.8% |
| 7D | +1.3% | +11.8% | -10.6% | +0.2% |
| 30D | +10.7% | +25.9% | -15.3% | +8.2% |
| 3M | +3.3% | +15.5% | -12.3% | +1.5% |
| 6M | -10.3% | +109.7% | -120.1% | -18.3% |
| YTD | -54.6% | +99.5% | -154.0% | -58.7% |
| 1Y | -54.6% | +197.5% | -252.1% | -61.1% |
| 3Y | -60.3% | +453.3% | -513.6% | -71.2% |
| All | -63.2% | +110.3% | -173.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling