+111.8%
VWO vs CSGP
+65.8%
+46.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.6% |
| 7D | +2.0% | +1.3% | +0.6% | +1.7% |
| 30D | -4.3% | +2.8% | -7.1% | -5.5% |
| 3M | -6.4% | -6.3% | -0.1% | -6.1% |
| 6M | -5.6% | -3.2% | -2.5% | -6.8% |
| YTD | +5.2% | -54.0% | +59.2% | +22.6% |
| 1Y | +5.2% | -54.8% | +60.0% | +23.0% |
| 3Y | +55.5% | -60.6% | +116.1% | +83.7% |
| 5Y | +25.6% | -62.6% | +88.2% | +46.9% |
| All | +111.8% | +65.8% | +46.0% | +71.8% |
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