+4.5%
VWO vs CSGP
-55.1%
+59.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.4% |
| 7D | +2.1% | -3.2% | +5.2% | +1.9% |
| 30D | -5.5% | +2.2% | -7.7% | -5.2% |
| 3M | -6.2% | -3.7% | -2.5% | -6.1% |
| 6M | -6.4% | -7.4% | +1.0% | -6.2% |
| YTD | +5.4% | -54.9% | +60.3% | +7.5% |
| 1Y | +4.5% | -54.9% | +59.4% | +6.6% |
| All | +4.5% | -55.1% | +59.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling