+3,388.4%
CSGP vs BTI
+2,857.1%
+531.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +13.9% | +3.3% | +10.6% | +13.2% |
| 30D | +16.0% | +19.0% | -3.0% | +12.4% |
| 3M | +6.1% | +6.4% | -0.3% | +4.9% |
| 6M | -8.2% | +7.7% | -15.8% | -9.5% |
| YTD | -52.3% | +14.6% | -66.9% | -53.7% |
| 1Y | -54.5% | +22.0% | -76.5% | -56.3% |
| 3Y | -58.6% | +148.4% | -206.9% | -65.4% |
| 5Y | -61.5% | +161.3% | -222.8% | -68.3% |
| 10Y | +74.7% | +119.5% | -44.8% | +44.6% |
| All | +3,388.4% | +2,857.1% | +531.4% | +3,115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling