+81.0%
CSGP vs VTEB
+26.7%
+54.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -4.1% | -0.8% | -3.3% | -3.5% |
| 30D | +2.3% | -1.3% | +3.7% | +3.5% |
| 3M | -8.2% | -2.1% | -6.0% | -6.5% |
| 6M | -35.1% | -1.7% | -33.4% | -34.2% |
| YTD | -54.0% | -0.6% | -53.5% | -53.8% |
| 1Y | -65.3% | +3.1% | -68.4% | -66.2% |
| 3Y | -62.6% | +9.2% | -71.8% | -65.2% |
| 5Y | -64.8% | +2.2% | -67.0% | -65.9% |
| 10Y | +45.1% | +18.8% | +26.3% | +48.6% |
| All | +81.0% | +26.7% | +54.4% | +120.1% |
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