-64.4%
CSGP vs BTDR
-44.0%
-20.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.6% | +11.5% | +3.1% |
| 7D | +1.3% | -6.9% | +8.2% | +1.5% |
| 30D | +2.8% | -31.5% | +34.4% | +3.5% |
| 3M | -6.3% | -36.1% | +29.7% | -5.8% |
| 6M | -3.2% | -57.6% | +54.5% | -2.0% |
| YTD | -54.0% | -50.0% | -3.9% | -53.9% |
| 1Y | -54.8% | -49.6% | -5.2% | -54.9% |
| 3Y | -60.6% | +48.5% | -109.1% | -63.2% |
| 5Y | -62.6% | -43.8% | -18.8% | -65.5% |
| All | -64.4% | -44.0% | -20.4% | -67.2% |
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