-54.6%
CSGP vs BTG
+42.0%
-96.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.1% | -4.6% |
| 7D | +1.3% | +17.4% | -16.1% | +1.6% |
| 30D | +10.7% | +8.0% | +2.7% | +10.7% |
| 3M | +3.3% | +32.5% | -29.2% | +3.4% |
| 6M | -10.3% | +21.6% | -31.9% | -10.6% |
| YTD | -54.6% | +21.2% | -75.8% | -55.2% |
| 1Y | -54.6% | +43.9% | -98.5% | -56.4% |
| All | -54.6% | +42.0% | -96.7% | -56.4% |
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