-64.4%
CSGP vs BTSG
+504.1%
-568.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.8% | -7.7% | -3.4% |
| 7D | -3.2% | +3.8% | -7.0% | -3.6% |
| 30D | +2.2% | +13.7% | -11.5% | +0.8% |
| 3M | -3.7% | +18.0% | -21.6% | -5.5% |
| 6M | -7.4% | +32.2% | -39.7% | -11.1% |
| YTD | -54.9% | +93.6% | -148.5% | -59.0% |
| 1Y | -54.9% | +115.9% | -170.8% | -59.5% |
| All | -64.4% | +504.1% | -568.4% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling