-65.5%
CSGP vs BTSG
+154.4%
-220.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.9% | -2.1% |
| 7D | -5.1% | +5.7% | -10.9% | -5.6% |
| 30D | +0.3% | +0.2% | +0.1% | +0.3% |
| 3M | -9.1% | +5.6% | -14.8% | -10.8% |
| 6M | -37.3% | +50.8% | -88.1% | -44.3% |
| YTD | -54.9% | +67.0% | -121.9% | -60.8% |
| 1Y | -65.5% | +145.5% | -211.1% | -70.6% |
| All | -65.5% | +154.4% | -220.0% | -70.6% |
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