-59.7%
CSGP vs BTDR
+65.3%
-125.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.9% | -7.6% | +2.0% |
| 7D | -1.8% | +7.1% | -9.0% | -2.1% |
| 30D | +5.3% | -31.4% | +36.7% | +6.4% |
| 3M | +3.3% | -39.2% | +42.6% | +4.4% |
| 6M | -4.7% | -50.9% | +46.3% | -3.5% |
| YTD | -53.5% | -41.0% | -12.5% | -53.8% |
| 1Y | -53.7% | -69.9% | +16.2% | -52.6% |
| 3Y | -59.7% | +87.3% | -147.0% | -66.4% |
| All | -59.7% | +65.3% | -125.0% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling