-65.2%
CSGP vs VSXY
+37.4%
-102.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.7% |
| 7D | -4.1% | -14.0% | +9.9% | -2.8% |
| 30D | +2.3% | -15.9% | +18.2% | +3.8% |
| 3M | -8.2% | +3.4% | -11.6% | -8.7% |
| 6M | -35.1% | +25.9% | -61.0% | -37.6% |
| YTD | -54.0% | +39.5% | -93.5% | -56.5% |
| 1Y | -65.3% | +194.4% | -259.7% | -70.3% |
| 3Y | -62.6% | +281.4% | -344.0% | -71.0% |
| 5Y | -64.8% | +12.8% | -77.6% | -68.7% |
| All | -65.2% | +37.4% | -102.6% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling