-59.7%
CSGP vs ETR
+153.6%
-213.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +2.1% |
| 7D | -1.8% | +1.7% | -3.6% | -2.0% |
| 30D | +5.3% | +8.7% | -3.5% | +4.5% |
| 3M | +3.3% | +4.9% | -1.6% | +2.8% |
| 6M | -4.7% | +0.8% | -5.4% | -4.9% |
| YTD | -53.5% | +23.1% | -76.7% | -55.3% |
| 1Y | -53.7% | +17.9% | -71.6% | -55.1% |
| 3Y | -59.7% | +154.5% | -214.3% | -69.6% |
| All | -59.7% | +153.6% | -213.3% | -69.6% |
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 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