-53.3%
CSGP vs ETR
+18.4%
-71.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +4.5% |
| 7D | +18.3% | +3.7% | +14.6% | +19.0% |
| 30D | +17.8% | +11.0% | +6.8% | +20.7% |
| 3M | +9.3% | +3.4% | +5.8% | +9.6% |
| 6M | -7.9% | -3.3% | -4.6% | -9.6% |
| YTD | -51.5% | +23.3% | -74.8% | -48.7% |
| 1Y | -53.3% | +19.2% | -72.5% | -50.0% |
| All | -53.3% | +18.4% | -71.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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