+1,144.5%
VUG vs CSGP
+670.4%
+474.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -5.0% |
| 7D | -7.1% | +13.9% | -21.0% | -11.1% |
| 30D | -12.1% | +16.0% | -28.1% | -17.3% |
| 3M | -8.1% | +6.1% | -14.2% | -11.6% |
| 6M | -3.2% | -8.2% | +5.0% | -3.6% |
| YTD | +0.5% | -52.3% | +52.8% | +22.7% |
| 1Y | -0.7% | -54.5% | +53.8% | +22.9% |
| 3Y | +77.1% | -58.6% | +135.7% | +120.3% |
| 5Y | +56.2% | -61.5% | +117.7% | +95.0% |
| 10Y | +394.1% | +74.7% | +319.4% | +271.6% |
| All | +1,144.5% | +670.4% | +474.1% | +425.6% |
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