-63.1%
CSGP vs BTDR
-46.9%
-16.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -18.7% | +17.1% | -1.2% |
| 7D | +13.9% | -29.9% | +43.8% | +14.8% |
| 30D | +16.0% | -51.3% | +67.3% | +18.0% |
| 3M | +6.1% | -52.0% | +58.1% | +7.7% |
| 6M | -8.2% | -57.5% | +49.3% | -7.2% |
| YTD | -52.3% | -52.6% | +0.3% | -52.2% |
| 1Y | -54.5% | -76.0% | +21.5% | -53.4% |
| 3Y | -58.6% | +33.1% | -91.7% | -61.2% |
| 5Y | -61.5% | -46.6% | -14.9% | -64.4% |
| All | -63.1% | -46.9% | -16.2% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling