+24.7%
VWO vs CSGP
-63.4%
+88.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.5% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | -7.6% | +10.7% | -18.3% | -9.3% |
| 3M | -7.6% | +3.3% | -10.9% | -8.7% |
| 6M | -8.7% | -10.3% | +1.6% | -8.2% |
| YTD | +3.2% | -54.6% | +57.7% | +16.1% |
| 1Y | +3.6% | -54.6% | +58.2% | +16.5% |
| 3Y | +51.8% | -60.3% | +112.2% | +71.8% |
| All | +24.7% | -63.4% | +88.1% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling