-53.3%
CSGP vs BTI
+24.7%
-78.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +3.0% |
| 7D | +18.3% | +5.3% | +13.0% | +16.7% |
| 30D | +17.8% | +19.1% | -1.3% | +13.8% |
| 3M | +9.3% | +6.5% | +2.7% | +6.7% |
| 6M | -7.9% | +9.4% | -17.3% | -9.7% |
| YTD | -51.5% | +14.4% | -65.9% | -53.5% |
| 1Y | -53.3% | +23.9% | -77.2% | -56.3% |
| All | -53.3% | +24.7% | -78.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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