+705.0%
ETN vs CSGP
+37.7%
+667.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | +6.2% | -5.4% | +11.6% | +7.7% |
| 30D | -6.7% | -6.0% | -0.6% | -5.6% |
| 3M | +3.6% | -12.8% | +16.4% | +5.9% |
| 6M | +18.3% | -38.9% | +57.2% | +33.9% |
| YTD | +31.5% | -56.0% | +87.5% | +63.8% |
| 1Y | +20.6% | -66.4% | +87.0% | +64.3% |
| 3Y | +82.5% | -64.2% | +146.7% | +136.9% |
| 5Y | +177.8% | -67.0% | +244.8% | +261.0% |
| 10Y | +705.0% | +43.8% | +661.2% | +538.6% |
| All | +705.0% | +37.7% | +667.3% | +538.6% |
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