+65.2%
CSGP vs ETR
+352.3%
-287.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +10.7% | +7.5% | +3.1% | +8.2% |
| 3M | +3.3% | +4.4% | -1.2% | +1.8% |
| 6M | -10.3% | -1.5% | -8.8% | -10.2% |
| YTD | -54.6% | +21.8% | -76.3% | -58.0% |
| 1Y | -54.6% | +18.4% | -73.0% | -57.7% |
| 3Y | -60.3% | +148.5% | -208.9% | -72.6% |
| 5Y | -63.3% | +152.6% | -215.9% | -75.2% |
| All | +65.2% | +352.3% | -287.1% | +7.1% |
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