-53.3%
CSGP vs BTSG
+111.7%
-165.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +18.3% | +17.4% | +0.9% | +16.3% |
| 30D | +17.8% | +12.6% | +5.2% | +16.1% |
| 3M | +9.3% | +11.2% | -1.9% | +7.8% |
| 6M | -7.9% | +30.4% | -38.3% | -13.9% |
| YTD | -51.5% | +86.4% | -137.9% | -60.1% |
| 1Y | -53.3% | +117.9% | -171.2% | -63.4% |
| All | -53.3% | +111.7% | -165.0% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling