+67.3%
CSGP vs BTG
+148.3%
-81.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +2.0% |
| 7D | -1.8% | +19.1% | -20.9% | -2.7% |
| 30D | +5.3% | +8.2% | -2.9% | +4.7% |
| 3M | +3.3% | +13.3% | -10.0% | +2.4% |
| 6M | -4.7% | +8.1% | -12.8% | -5.5% |
| YTD | -53.5% | +27.5% | -81.1% | -54.6% |
| 1Y | -53.7% | +47.1% | -100.8% | -55.3% |
| 3Y | -59.7% | +105.8% | -165.5% | -62.5% |
| 5Y | -62.5% | +55.8% | -118.3% | -64.9% |
| 10Y | +67.3% | +161.8% | -94.5% | +61.6% |
| All | +67.3% | +148.3% | -81.0% | +61.6% |
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