-64.1%
CSGP vs BTSG
+459.6%
-523.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.6% | -4.9% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +10.7% | +5.3% | +5.4% | +10.0% |
| 3M | +3.3% | +10.8% | -7.5% | +1.9% |
| 6M | -10.3% | +27.3% | -37.7% | -13.7% |
| YTD | -54.6% | +79.3% | -133.9% | -58.4% |
| 1Y | -54.6% | +106.0% | -160.6% | -59.1% |
| All | -64.1% | +459.6% | -523.7% | -72.1% |
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