+542.8%
VRT vs CSGP
-62.1%
+604.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.6% | -12.4% | -13.5% |
| 7D | -28.1% | +13.9% | -42.0% | -31.3% |
| 30D | -30.2% | +16.0% | -46.2% | -35.7% |
| 3M | -36.4% | +6.1% | -42.5% | -40.2% |
| 6M | -48.2% | -8.2% | -40.0% | -49.2% |
| YTD | +9.2% | -52.3% | +61.5% | +49.2% |
| 1Y | -7.2% | -54.5% | +47.3% | +30.1% |
| 3Y | +338.7% | -58.6% | +397.3% | +498.1% |
| 5Y | +542.8% | -61.5% | +604.3% | +820.7% |
| All | +542.8% | -62.1% | +604.9% | +820.7% |
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