-10.3%
CSGP vs BTSG
+28.0%
-38.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.6% | -4.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +10.7% | +5.3% | +5.4% | +10.6% |
| 3M | +3.3% | +10.8% | -7.5% | +3.8% |
| 6M | -10.3% | +27.3% | -37.7% | +8.4% |
| All | -10.3% | +28.0% | -38.3% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling