-62.9%
CSGP vs VSXY
+119.9%
-182.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -7.1% | +0.8% | -7.9% | -7.2% |
| 30D | +3.6% | +24.0% | -20.4% | +1.5% |
| 3M | -2.7% | +16.7% | -19.4% | -4.5% |
| 6M | -8.0% | +138.6% | -146.7% | -17.3% |
| YTD | -55.0% | +102.8% | -157.8% | -59.2% |
| 1Y | -55.8% | +214.2% | -269.9% | -62.3% |
| 3Y | -62.0% | +461.4% | -523.4% | -72.4% |
| 5Y | -62.9% | +118.3% | -181.2% | -67.1% |
| All | -62.9% | +119.9% | -182.9% | -67.1% |
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