+56.2%
VUG vs CSGP
-62.1%
+118.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -5.1% |
| 7D | -7.1% | +13.9% | -21.0% | -10.3% |
| 30D | -12.1% | +16.0% | -28.1% | -16.5% |
| 3M | -8.1% | +6.1% | -14.2% | -11.0% |
| 6M | -3.2% | -8.2% | +5.0% | -2.9% |
| YTD | +0.5% | -52.3% | +52.8% | +24.3% |
| 1Y | -0.7% | -54.5% | +53.8% | +24.8% |
| 3Y | +77.1% | -58.6% | +135.7% | +121.2% |
| 5Y | +56.2% | -61.5% | +117.7% | +98.4% |
| All | +56.2% | -62.1% | +118.2% | +98.4% |
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 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