-54.9%
CSGP vs BTG
+31.1%
-86.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -3.0% |
| 7D | -3.2% | +13.0% | -16.1% | -2.9% |
| 30D | +2.2% | +1.1% | +1.1% | +2.3% |
| 3M | -3.7% | +5.3% | -9.0% | -3.6% |
| 6M | -7.4% | +1.1% | -8.5% | -7.4% |
| YTD | -54.9% | +19.2% | -74.1% | -55.6% |
| 1Y | -54.9% | +31.5% | -86.3% | -56.6% |
| All | -54.9% | +31.1% | -86.0% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling