-5.5%
ETN vs CSGP
-53.2%
+47.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.0% | -13.9% | -8.7% |
| 7D | -10.1% | +18.3% | -28.4% | -5.3% |
| 30D | -18.4% | +17.8% | -36.2% | -13.6% |
| 3M | -20.4% | +9.3% | -29.7% | -17.1% |
| 6M | -16.0% | -7.9% | -8.1% | -13.3% |
| YTD | +11.8% | -51.5% | +63.3% | +14.8% |
| 1Y | -5.5% | -53.3% | +47.8% | -1.5% |
| All | -5.5% | -53.2% | +47.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling