+40.1%
CSGP vs VYM
+201.8%
-161.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | +0.3% | -1.3% | +1.6% | +1.6% |
| 3M | -9.1% | +4.1% | -13.2% | -12.4% |
| 6M | -37.3% | +9.8% | -47.1% | -42.6% |
| YTD | -54.9% | +15.3% | -70.2% | -60.6% |
| 1Y | -65.5% | +20.0% | -85.6% | -71.0% |
| 3Y | -63.3% | +66.2% | -129.5% | -76.9% |
| 5Y | -65.8% | +77.5% | -143.3% | -79.5% |
| 10Y | +40.1% | +201.7% | -161.6% | -51.3% |
| All | +40.1% | +201.8% | -161.7% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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