-65.1%
CSGP vs BTDR
-35.9%
-29.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.8% |
| 7D | -3.2% | -7.4% | +4.2% | -3.0% |
| 30D | +2.2% | -33.4% | +35.7% | +3.1% |
| 3M | -3.7% | -26.3% | +22.6% | -3.4% |
| 6M | -7.4% | -52.4% | +45.0% | -6.5% |
| YTD | -54.9% | -42.8% | -12.1% | -55.0% |
| 1Y | -54.9% | -63.7% | +8.8% | -54.4% |
| 3Y | -61.9% | +61.5% | -123.4% | -64.5% |
| 5Y | -63.1% | -35.6% | -27.5% | -66.1% |
| All | -65.1% | -35.9% | -29.2% | -68.0% |
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