+113.9%
VWO vs CSGP
+65.4%
+48.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.7% | -7.1% | +8.8% | +3.1% |
| 30D | -4.2% | +3.6% | -7.8% | -5.6% |
| 3M | -4.6% | -2.7% | -1.9% | -5.2% |
| 6M | -5.0% | -8.0% | +3.1% | -5.0% |
| YTD | +6.8% | -55.0% | +61.7% | +24.9% |
| 1Y | +5.8% | -55.8% | +61.5% | +24.1% |
| 3Y | +58.1% | -62.0% | +120.1% | +88.2% |
| 5Y | +27.6% | -62.9% | +90.5% | +49.1% |
| 10Y | +113.9% | +62.6% | +51.3% | +76.3% |
| All | +113.9% | +65.4% | +48.5% | +76.3% |
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