+112.0%
VWO vs CSGP
+61.2%
+50.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +4.0% | -6.1% | +10.1% | +5.3% |
| 30D | -5.4% | +0.3% | -5.8% | -6.2% |
| 3M | -6.4% | -1.3% | -5.1% | -7.3% |
| 6M | -4.7% | -8.9% | +4.2% | -4.6% |
| YTD | +5.3% | -55.2% | +60.5% | +23.4% |
| 1Y | +4.3% | -56.4% | +60.7% | +22.9% |
| 3Y | +55.9% | -62.2% | +118.1% | +85.9% |
| 5Y | +25.7% | -63.7% | +89.4% | +47.9% |
| All | +112.0% | +61.2% | +50.8% | +72.9% |
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