+3,264.4%
CSGP vs VTR
+2,353.9%
+910.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | -4.1% | -1.7% | -2.4% | -3.6% |
| 30D | +2.3% | -2.4% | +4.8% | +3.0% |
| 3M | -8.2% | +14.8% | -23.0% | -11.8% |
| 6M | -35.1% | +5.3% | -40.4% | -36.3% |
| YTD | -54.0% | +18.1% | -72.1% | -56.4% |
| 1Y | -65.3% | +36.7% | -102.0% | -68.5% |
| 3Y | -62.6% | +130.1% | -192.6% | -71.0% |
| 5Y | -64.8% | +89.5% | -154.3% | -71.5% |
| 10Y | +45.1% | +87.4% | -42.3% | +7.1% |
| All | +3,264.4% | +2,353.9% | +910.5% | +1,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling