+65.2%
CSGP vs BTG
+144.4%
-79.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.1% | -4.8% |
| 7D | +1.3% | +17.4% | -16.1% | +0.4% |
| 30D | +10.7% | +8.0% | +2.7% | +10.1% |
| 3M | +3.3% | +32.5% | -29.2% | +1.4% |
| 6M | -10.3% | +21.6% | -31.9% | -11.8% |
| YTD | -54.6% | +21.2% | -75.8% | -55.5% |
| 1Y | -54.6% | +43.9% | -98.5% | -56.1% |
| 3Y | -60.3% | +78.6% | -138.9% | -62.8% |
| 5Y | -63.3% | +48.8% | -112.1% | -65.6% |
| All | +65.2% | +144.4% | -79.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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