+61.6%
VEA vs CSGP
-64.7%
+126.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.8% |
| 7D | +1.0% | -4.1% | +5.0% | +1.6% |
| 30D | +1.9% | +2.3% | -0.4% | +1.4% |
| 3M | +3.2% | -8.2% | +11.4% | +4.2% |
| 6M | +10.2% | -35.1% | +45.3% | +18.7% |
| YTD | +18.9% | -54.0% | +72.9% | +36.9% |
| 1Y | +29.3% | -65.3% | +94.6% | +58.9% |
| 3Y | +76.8% | -62.6% | +139.3% | +108.9% |
| All | +61.6% | -64.7% | +126.3% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling