+111.0%
VWO vs CSGP
+41.1%
+69.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +0.9% | -5.1% | +6.0% | +2.0% |
| 30D | +1.3% | +0.3% | +0.9% | +0.9% |
| 3M | +5.1% | -9.1% | +14.2% | +6.4% |
| 6M | +12.5% | -37.3% | +49.8% | +23.8% |
| YTD | +14.0% | -54.9% | +68.9% | +34.8% |
| 1Y | +19.7% | -65.5% | +85.3% | +51.2% |
| 3Y | +66.8% | -63.3% | +130.0% | +102.4% |
| 5Y | +36.2% | -65.8% | +102.0% | +64.5% |
| 10Y | +111.0% | +40.1% | +70.9% | +72.2% |
| All | +111.0% | +41.1% | +69.9% | +72.2% |
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