+60.0%
CSGP vs BTI
+131.8%
-71.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +1.3% | +1.6% | -0.3% | +0.9% |
| 30D | +2.8% | +9.2% | -6.4% | +0.8% |
| 3M | -6.3% | +9.6% | -16.0% | -8.3% |
| 6M | -3.2% | -2.4% | -0.7% | -2.7% |
| YTD | -54.0% | +14.2% | -68.2% | -55.7% |
| 1Y | -54.8% | +20.3% | -75.1% | -57.1% |
| 3Y | -60.6% | +147.4% | -208.0% | -69.1% |
| 5Y | -62.6% | +155.4% | -218.1% | -71.2% |
| All | +60.0% | +131.8% | -71.8% | +10.1% |
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