-63.2%
CSGP vs VYM
+66.0%
-129.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.2% |
| 7D | +1.3% | -2.8% | +4.1% | +4.4% |
| 30D | +10.7% | +1.0% | +9.7% | +9.5% |
| 3M | +3.3% | -2.9% | +6.2% | +6.7% |
| 6M | -10.3% | +2.6% | -12.9% | -12.9% |
| YTD | -54.6% | +12.8% | -67.4% | -60.5% |
| 1Y | -54.6% | +16.8% | -71.4% | -62.1% |
| 3Y | -60.3% | +66.9% | -127.2% | -78.0% |
| All | -63.2% | +66.0% | -129.3% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling