-62.8%
CSGP vs VTR
+130.4%
-193.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.0% |
| 7D | -4.1% | -1.7% | -2.4% | -3.7% |
| 30D | +2.3% | -2.4% | +4.8% | +2.9% |
| 3M | -8.2% | +14.8% | -23.0% | -11.1% |
| 6M | -35.1% | +5.3% | -40.4% | -36.1% |
| YTD | -54.0% | +18.1% | -72.1% | -56.3% |
| 1Y | -65.3% | +36.7% | -102.0% | -68.6% |
| All | -62.8% | +130.4% | -193.2% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling