-61.7%
CSGP vs BTG
+83.9%
-145.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.7% | -0.4% |
| 7D | -6.1% | -5.9% | -0.2% | -5.9% |
| 30D | +0.3% | -5.0% | +5.3% | +0.4% |
| 3M | -1.3% | -4.5% | +3.1% | -1.3% |
| 6M | -8.9% | -7.0% | -1.9% | -8.9% |
| YTD | -55.2% | +11.4% | -66.6% | -56.0% |
| 1Y | -56.4% | +20.1% | -76.5% | -57.5% |
| All | -61.7% | +83.9% | -145.6% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling