+101.8%
VWO vs CSGP
+72.5%
+29.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.9% |
| 7D | +1.6% | -1.8% | +3.5% | +2.0% |
| 30D | -5.3% | +5.3% | -10.6% | -6.9% |
| 3M | -6.2% | +3.3% | -9.5% | -7.9% |
| 6M | -6.2% | -4.7% | -1.5% | -7.0% |
| YTD | +5.6% | -53.5% | +59.2% | +22.9% |
| 1Y | +6.2% | -53.7% | +59.9% | +23.4% |
| 3Y | +57.5% | -59.7% | +117.3% | +85.0% |
| 5Y | +28.0% | -62.5% | +90.5% | +49.7% |
| 10Y | +101.8% | +67.3% | +34.5% | +63.7% |
| All | +101.8% | +72.5% | +29.2% | +63.7% |
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