+83.0%
CSGP vs VTEB
+28.5%
+54.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -1.8% | +1.1% | -3.0% | -2.8% |
| 30D | +5.3% | +4.5% | +0.8% | +1.5% |
| 3M | +3.3% | -0.2% | +3.5% | +3.4% |
| 6M | -4.7% | -0.2% | -4.5% | -4.6% |
| YTD | -53.5% | +0.8% | -54.4% | -53.9% |
| 1Y | -53.7% | +1.3% | -55.0% | -54.2% |
| 3Y | -59.7% | +12.2% | -71.9% | -63.3% |
| 5Y | -62.5% | +3.8% | -66.2% | -64.1% |
| 10Y | +67.3% | +23.1% | +44.1% | +77.8% |
| All | +83.0% | +28.5% | +54.5% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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