+55.6%
CSGP vs ETR
+379.5%
-323.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -6.1% | +1.5% | -7.6% | -6.5% |
| 30D | +0.3% | +6.6% | -6.3% | -1.6% |
| 3M | -1.3% | +4.4% | -5.7% | -2.7% |
| 6M | -8.9% | -0.3% | -8.6% | -9.1% |
| YTD | -55.2% | +23.3% | -78.5% | -58.9% |
| 1Y | -56.4% | +18.9% | -75.2% | -59.4% |
| 3Y | -62.2% | +155.5% | -217.7% | -74.2% |
| 5Y | -63.7% | +159.9% | -223.6% | -75.8% |
| All | +55.6% | +379.5% | -323.9% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling