-63.2%
CSGP vs BTI
+155.8%
-219.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -3.8% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | +10.7% | +13.0% | -2.3% | +7.9% |
| 3M | +3.3% | +5.3% | -2.1% | +2.1% |
| 6M | -10.3% | +5.3% | -15.6% | -11.5% |
| YTD | -54.6% | +12.4% | -67.0% | -56.0% |
| 1Y | -54.6% | +18.9% | -73.6% | -56.7% |
| 3Y | -60.3% | +144.0% | -204.4% | -68.5% |
| All | -63.2% | +155.8% | -219.0% | -73.5% |
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