+173.7%
VEA vs CSGP
+477.3%
-303.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.2% |
| 7D | +1.0% | -4.1% | +5.0% | +2.2% |
| 30D | +1.9% | +2.3% | -0.4% | +0.8% |
| 3M | +3.2% | -8.2% | +11.4% | +4.5% |
| 6M | +10.2% | -35.1% | +45.3% | +23.7% |
| YTD | +18.9% | -54.0% | +72.9% | +47.2% |
| 1Y | +29.3% | -65.3% | +94.6% | +75.0% |
| 3Y | +76.8% | -62.6% | +139.3% | +126.7% |
| 5Y | +61.2% | -64.8% | +126.0% | +103.8% |
| 10Y | +163.3% | +45.1% | +118.2% | +81.4% |
| All | +173.7% | +477.3% | -303.6% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling