+3,388.4%
CSGP vs ETR
+2,157.1%
+1,231.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +13.9% | +0.3% | +13.6% | +13.8% |
| 30D | +16.0% | +6.8% | +9.2% | +14.0% |
| 3M | +6.1% | +3.8% | +2.3% | +5.0% |
| 6M | -8.2% | -5.5% | -2.7% | -7.0% |
| YTD | -52.3% | +21.5% | -73.8% | -55.3% |
| 1Y | -54.5% | +17.4% | -71.9% | -56.9% |
| 3Y | -58.6% | +147.7% | -206.3% | -68.8% |
| 5Y | -61.5% | +152.0% | -213.5% | -71.4% |
| 10Y | +74.7% | +353.4% | -278.8% | +10.1% |
| All | +3,388.4% | +2,157.1% | +1,231.3% | +1,998.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling