+56.5%
CSGP vs BTI
+128.7%
-72.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.1% | -3.0% | -4.0% | -6.4% |
| 30D | +3.6% | +9.8% | -6.1% | +1.4% |
| 3M | -2.7% | +9.2% | -11.9% | -4.6% |
| 6M | -8.0% | +4.0% | -12.1% | -9.0% |
| YTD | -55.0% | +12.7% | -67.7% | -56.5% |
| 1Y | -55.8% | +15.9% | -71.7% | -57.6% |
| 3Y | -62.0% | +148.9% | -210.9% | -70.3% |
| 5Y | -62.9% | +152.8% | -215.7% | -71.4% |
| All | +56.5% | +128.7% | -72.2% | +8.0% |
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