-63.0%
CSGP vs VYM
+67.7%
-130.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +2.3% | -0.5% | +2.9% | +3.0% |
| 3M | -8.2% | +3.0% | -11.2% | -10.8% |
| 6M | -35.1% | +8.2% | -43.3% | -40.2% |
| YTD | -54.0% | +15.8% | -69.8% | -60.8% |
| 1Y | -65.3% | +20.8% | -86.2% | -71.8% |
| All | -63.0% | +67.7% | -130.7% | -80.1% |
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