+387.8%
VUG vs CSGP
+63.3%
+324.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +2.4% |
| 7D | -3.4% | +1.3% | -4.7% | -3.9% |
| 30D | -11.1% | +10.7% | -21.8% | -15.4% |
| 3M | -7.2% | +3.3% | -10.5% | -10.2% |
| 6M | -4.1% | -10.3% | +6.2% | -3.7% |
| YTD | +1.4% | -54.6% | +55.9% | +29.4% |
| 1Y | +1.9% | -54.6% | +56.6% | +29.8% |
| 3Y | +77.7% | -60.3% | +138.1% | +130.0% |
| 5Y | +57.6% | -63.3% | +120.9% | +104.2% |
| All | +387.8% | +63.3% | +324.5% | +293.4% |
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 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