+568.8%
CSGP vs BTG
+392.0%
+176.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | +2.3% | +36.8% | -34.5% | +0.7% |
| 3M | -8.2% | +23.1% | -31.3% | -9.3% |
| 6M | -35.1% | +3.5% | -38.5% | -35.5% |
| YTD | -54.0% | +25.5% | -79.5% | -54.8% |
| 1Y | -65.3% | +40.1% | -105.4% | -66.2% |
| 3Y | -62.6% | +101.1% | -163.7% | -64.4% |
| 5Y | -64.8% | +70.6% | -135.4% | -66.5% |
| 10Y | +45.1% | +152.1% | -107.0% | +33.7% |
| All | +568.8% | +392.0% | +176.8% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling