-64.9%
CSGP vs BTDR
-39.9%
-25.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +13.3% | -18.0% | -5.0% |
| 7D | +1.3% | -10.4% | +11.6% | +1.4% |
| 30D | +10.7% | -42.2% | +52.9% | +12.1% |
| 3M | +3.3% | -42.8% | +46.1% | +4.3% |
| 6M | -10.3% | -60.2% | +49.8% | -8.8% |
| YTD | -54.6% | -46.3% | -8.2% | -54.6% |
| 1Y | -54.6% | -71.7% | +17.0% | -53.8% |
| 3Y | -60.3% | +54.6% | -115.0% | -63.0% |
| 5Y | -63.3% | -39.5% | -23.8% | -66.2% |
| All | -64.9% | -39.9% | -25.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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