+76.1%
VUG vs CSGP
-58.5%
+134.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -5.3% |
| 7D | -7.1% | +13.9% | -21.0% | -8.5% |
| 30D | -12.1% | +16.0% | -28.1% | -14.2% |
| 3M | -8.1% | +6.1% | -14.2% | -9.4% |
| 6M | -3.2% | -8.2% | +5.0% | -2.5% |
| YTD | +0.5% | -52.3% | +52.8% | +15.6% |
| 1Y | -0.7% | -54.5% | +53.8% | +15.5% |
| All | +76.1% | -58.5% | +134.6% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling