+510.6%
CSGP vs VYM
+492.8%
+17.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | -8.2% | +3.0% | -11.2% | -10.8% |
| 6M | -35.1% | +8.2% | -43.3% | -40.1% |
| YTD | -54.0% | +15.8% | -69.8% | -60.4% |
| 1Y | -65.3% | +20.8% | -86.2% | -71.3% |
| 3Y | -62.6% | +65.3% | -127.8% | -77.1% |
| 5Y | -64.8% | +76.6% | -141.4% | -79.6% |
| 10Y | +45.1% | +203.9% | -158.8% | -51.9% |
| All | +510.6% | +492.8% | +17.8% | +13.6% |
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