+62.6%
CSGP vs VTR
+135.2%
-72.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.1% | +1.4% | -8.5% | -7.4% |
| 30D | +3.6% | +8.2% | -4.6% | +1.6% |
| 3M | -2.7% | +4.6% | -7.3% | -3.8% |
| 6M | -8.0% | +4.3% | -12.4% | -9.3% |
| YTD | -55.0% | +19.0% | -74.0% | -57.3% |
| 1Y | -55.8% | +21.6% | -77.4% | -58.3% |
| 3Y | -62.0% | +132.2% | -194.2% | -70.5% |
| 5Y | -62.9% | +94.4% | -157.3% | -70.1% |
| 10Y | +62.6% | +133.5% | -70.8% | +11.7% |
| All | +62.6% | +135.2% | -72.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling