+40.1%
CSGP vs BTI
+67.8%
-27.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | -5.1% | -1.4% | -3.8% | -4.8% |
| 30D | +0.3% | -7.0% | +7.4% | +2.0% |
| 3M | -9.1% | -6.3% | -2.8% | -7.7% |
| 6M | -37.3% | -2.0% | -35.3% | -37.2% |
| YTD | -54.9% | +0.2% | -55.1% | -55.2% |
| 1Y | -65.5% | +3.8% | -69.3% | -66.1% |
| 3Y | -63.3% | +112.1% | -175.3% | -70.2% |
| 5Y | -65.8% | +113.6% | -179.4% | -72.6% |
| 10Y | +40.1% | +69.6% | -29.5% | +16.1% |
| All | +40.1% | +67.8% | -27.6% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling