+3,264.4%
CSGP vs ETR
+2,095.1%
+1,169.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | +2.3% | +1.0% | +1.3% | +2.0% |
| 3M | -8.2% | -1.3% | -6.9% | -8.0% |
| 6M | -35.1% | +1.9% | -36.9% | -35.8% |
| YTD | -54.0% | +18.2% | -72.2% | -56.6% |
| 1Y | -65.3% | +24.7% | -90.0% | -67.8% |
| 3Y | -62.6% | +150.7% | -213.2% | -71.9% |
| 5Y | -64.8% | +127.0% | -191.8% | -73.1% |
| 10Y | +45.1% | +295.5% | -250.4% | -5.3% |
| All | +3,264.4% | +2,095.1% | +1,169.2% | +1,938.9% |
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