+561.5%
ETN vs CSGP
+72.5%
+488.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.9% | +4.6% |
| 7D | -1.8% | -1.8% | 0.0% | -1.6% |
| 30D | -16.4% | +5.3% | -21.7% | -18.5% |
| 3M | -19.9% | +3.3% | -23.2% | -22.2% |
| 6M | -10.3% | -4.7% | -5.6% | -12.2% |
| YTD | +13.8% | -53.5% | +67.3% | +37.4% |
| 1Y | -3.1% | -53.7% | +50.7% | +16.9% |
| 3Y | +70.1% | -59.7% | +129.9% | +109.4% |
| 5Y | +122.3% | -62.5% | +184.8% | +173.1% |
| 10Y | +561.5% | +67.3% | +494.2% | +456.9% |
| All | +561.5% | +72.5% | +488.9% | +456.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling