-60.6%
CSGP vs VYM
+74.7%
-135.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +1.3% | +3.7% | -2.3% | -2.3% |
| 30D | +2.8% | +3.7% | -0.9% | -0.9% |
| 3M | -6.3% | -0.7% | -5.6% | -5.7% |
| 6M | -3.2% | +7.2% | -10.4% | -9.7% |
| YTD | -54.0% | +16.9% | -70.9% | -61.1% |
| 1Y | -54.8% | +19.6% | -74.4% | -62.8% |
| 3Y | -60.6% | +74.6% | -135.2% | -80.7% |
| All | -60.6% | +74.7% | -135.3% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling