-55.8%
CSGP vs BTSG
+116.3%
-172.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.1% | +4.0% | -11.1% | -7.5% |
| 30D | +3.6% | +15.3% | -11.6% | +2.0% |
| 3M | -2.7% | +25.4% | -28.2% | -5.1% |
| 6M | -8.0% | +31.9% | -39.9% | -13.5% |
| YTD | -55.0% | +93.9% | -148.9% | -62.8% |
| 1Y | -55.8% | +114.2% | -169.9% | -64.6% |
| All | -55.8% | +116.3% | -172.1% | -64.6% |
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