-35.1%
CSGP vs BTDR
+56.7%
-91.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.4% | -2.2% |
| 7D | -4.1% | +20.0% | -24.0% | -3.2% |
| 30D | +2.3% | +11.9% | -9.6% | +3.2% |
| 3M | -8.2% | -36.9% | +28.8% | -6.8% |
| 6M | -35.1% | +56.5% | -91.6% | -38.8% |
| All | -35.1% | +56.7% | -91.8% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling