+62.6%
CSGP vs ETR
+374.5%
-311.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | +3.6% | +7.7% | -4.1% | +1.3% |
| 3M | -2.7% | +5.7% | -8.4% | -4.5% |
| 6M | -8.0% | -0.3% | -7.8% | -8.2% |
| YTD | -55.0% | +23.4% | -78.3% | -58.6% |
| 1Y | -55.8% | +18.5% | -74.2% | -58.8% |
| 3Y | -62.0% | +155.6% | -217.6% | -74.1% |
| 5Y | -62.9% | +158.7% | -221.6% | -75.3% |
| 10Y | +62.6% | +377.8% | -315.2% | +1.6% |
| All | +62.6% | +374.5% | -311.9% | +1.6% |
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