+396.2%
VUG vs CSGP
+61.5%
+334.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -8.9% | +2.2% | -11.1% | -10.8% |
| 3M | -5.9% | -3.7% | -2.3% | -6.7% |
| 6M | -3.3% | -7.4% | +4.2% | -3.9% |
| YTD | +3.4% | -54.9% | +58.3% | +32.3% |
| 1Y | +1.9% | -54.9% | +56.8% | +30.0% |
| 3Y | +76.9% | -61.9% | +138.8% | +132.9% |
| 5Y | +63.9% | -63.1% | +127.0% | +111.7% |
| 10Y | +396.2% | +65.1% | +331.1% | +301.7% |
| All | +396.2% | +61.5% | +334.8% | +301.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling