+68.5%
VEA vs CSGP
-60.4%
+129.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.1% |
| 7D | -2.2% | +1.3% | -3.5% | -2.3% |
| 30D | -3.4% | +10.7% | -14.0% | -4.3% |
| 3M | -5.6% | +3.3% | -8.9% | -6.2% |
| 6M | -3.4% | -10.3% | +6.9% | -2.9% |
| YTD | +9.7% | -54.6% | +64.3% | +21.7% |
| 1Y | +15.4% | -54.6% | +70.0% | +27.9% |
| 3Y | +68.5% | -60.3% | +128.9% | +85.4% |
| All | +68.5% | -60.4% | +129.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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