-63.7%
CSGP vs BTSG
+406.1%
-469.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -4.1% | +2.7% | -6.8% | -4.3% |
| 30D | +2.3% | -3.6% | +6.0% | +2.6% |
| 3M | -8.2% | +5.8% | -14.0% | -9.3% |
| 6M | -35.1% | +44.7% | -79.8% | -38.9% |
| YTD | -54.0% | +62.2% | -116.2% | -57.4% |
| 1Y | -65.3% | +152.1% | -217.4% | -69.3% |
| All | -63.7% | +406.1% | -469.8% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling