-58.4%
CSGP vs ETR
+146.0%
-204.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +13.9% | +0.3% | +13.6% | +13.9% |
| 30D | +16.0% | +6.8% | +9.2% | +15.3% |
| 3M | +6.1% | +3.8% | +2.3% | +5.7% |
| 6M | -8.2% | -5.5% | -2.7% | -7.7% |
| YTD | -52.3% | +21.5% | -73.8% | -54.0% |
| 1Y | -54.5% | +17.4% | -71.9% | -55.8% |
| All | -58.4% | +146.0% | -204.3% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling