-60.3%
CSGP vs BTI
+139.2%
-199.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -3.9% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | +10.7% | +13.0% | -2.3% | +8.5% |
| 3M | +3.3% | +3.7% | -0.4% | +2.4% |
| 6M | -10.3% | +3.7% | -14.0% | -11.1% |
| YTD | -54.6% | +10.6% | -65.2% | -55.5% |
| 1Y | -54.6% | +17.1% | -71.7% | -56.0% |
| 3Y | -60.3% | +140.2% | -200.5% | -64.3% |
| All | -60.3% | +139.2% | -199.5% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling