+1,250.4%
VUG vs CSGP
+643.0%
+607.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | -0.1% | -4.1% | +4.0% | +1.2% |
| 30D | -0.3% | +2.3% | -2.6% | -1.5% |
| 3M | -0.7% | -8.2% | +7.5% | +0.7% |
| 6M | +14.6% | -35.1% | +49.7% | +29.6% |
| YTD | +9.0% | -54.0% | +63.1% | +36.7% |
| 1Y | +14.9% | -65.3% | +80.2% | +57.7% |
| 3Y | +86.0% | -62.6% | +148.6% | +142.6% |
| 5Y | +76.7% | -64.8% | +141.5% | +129.9% |
| 10Y | +411.3% | +45.1% | +366.2% | +312.7% |
| All | +1,250.4% | +643.0% | +607.4% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling