-64.8%
CSGP vs BTDR
+25.2%
-89.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.4% | -2.6% |
| 7D | -4.1% | +20.0% | -24.0% | -4.7% |
| 30D | +2.3% | +11.9% | -9.6% | +1.7% |
| 3M | -8.2% | -36.9% | +28.8% | -7.1% |
| 6M | -35.1% | +56.5% | -91.6% | -37.1% |
| YTD | -54.0% | +10.4% | -64.5% | -54.9% |
| 1Y | -65.3% | +3.1% | -68.4% | -66.2% |
| 3Y | -62.6% | -2.6% | -60.0% | -65.2% |
| All | -64.8% | +25.2% | -89.9% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling