+3,264.4%
CSGP vs BTI
+2,494.7%
+769.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | +2.3% | -6.6% | +8.9% | +3.6% |
| 3M | -8.2% | -3.0% | -5.2% | -7.6% |
| 6M | -35.1% | -6.7% | -28.4% | -34.4% |
| YTD | -54.0% | +0.6% | -54.6% | -54.3% |
| 1Y | -65.3% | +5.6% | -70.9% | -65.8% |
| 3Y | -62.6% | +110.3% | -172.9% | -67.8% |
| 5Y | -64.8% | +114.3% | -179.1% | -70.0% |
| 10Y | +45.1% | +67.7% | -22.6% | +25.8% |
| All | +3,264.4% | +2,494.7% | +769.6% | +3,074.6% |
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 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