+67.3%
CSGP vs BTI
+114.6%
-47.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.0% |
| 30D | +5.3% | +8.3% | -3.0% | +3.4% |
| 3M | +3.3% | +2.9% | +0.4% | +2.7% |
| 6M | -4.7% | +6.2% | -10.9% | -6.0% |
| YTD | -53.5% | +10.9% | -64.5% | -54.9% |
| 1Y | -53.7% | +16.6% | -70.3% | -55.7% |
| 3Y | -59.7% | +142.2% | -202.0% | -68.2% |
| 5Y | -62.5% | +151.3% | -213.8% | -70.9% |
| 10Y | +67.3% | +113.9% | -46.6% | +23.6% |
| All | +67.3% | +114.6% | -47.3% | +23.6% |
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