-62.5%
CSGP vs BTI
+151.5%
-214.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 3M | +3.3% | +2.9% | +0.4% | +2.6% |
| 6M | -4.7% | +6.2% | -10.9% | -5.9% |
| YTD | -53.5% | +10.9% | -64.4% | -54.8% |
| 1Y | -53.7% | +16.6% | -70.3% | -55.6% |
| 3Y | -59.7% | +142.2% | -202.0% | -68.0% |
| 5Y | -62.5% | +151.3% | -213.8% | -72.7% |
| All | -62.5% | +151.5% | -214.0% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling