-54.8%
CSGP vs BTSG
+112.2%
-167.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +1.3% | +6.0% | -4.7% | +0.7% |
| 30D | +2.8% | +12.4% | -9.6% | +1.4% |
| 3M | -6.3% | +18.2% | -24.6% | -8.1% |
| 6M | -3.2% | +26.0% | -29.2% | -8.3% |
| YTD | -54.0% | +90.1% | -144.1% | -62.4% |
| 1Y | -54.8% | +124.3% | -179.1% | -65.6% |
| All | -54.8% | +112.2% | -167.0% | -65.6% |
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