+503.5%
CSGP vs VYM
+477.4%
+26.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.2% |
| 7D | +1.3% | -2.8% | +4.1% | +4.1% |
| 30D | +10.7% | +1.0% | +9.7% | +9.6% |
| 3M | +3.3% | -2.9% | +6.2% | +6.4% |
| 6M | -10.3% | +2.6% | -12.9% | -12.6% |
| YTD | -54.6% | +12.8% | -67.4% | -59.8% |
| 1Y | -54.6% | +16.8% | -71.4% | -61.2% |
| 3Y | -60.3% | +66.9% | -127.2% | -75.9% |
| 5Y | -63.3% | +66.5% | -129.8% | -77.5% |
| 10Y | +66.5% | +207.8% | -141.3% | -45.6% |
| All | +503.5% | +477.4% | +26.1% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling