+44.1%
CSGP vs ETR
+293.4%
-249.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | +2.3% | +1.0% | +1.3% | +1.9% |
| 3M | -8.2% | -1.3% | -6.9% | -8.0% |
| 6M | -35.1% | +1.9% | -36.9% | -36.0% |
| YTD | -54.0% | +18.2% | -72.2% | -57.2% |
| 1Y | -65.3% | +24.7% | -90.0% | -68.4% |
| 3Y | -62.6% | +150.7% | -213.2% | -74.5% |
| 5Y | -64.8% | +127.0% | -191.8% | -75.4% |
| All | +44.1% | +293.4% | -249.2% | -5.7% |
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