+22.1%
ETN vs CSGP
-66.0%
+88.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +2.3% |
| 7D | +8.0% | -5.1% | +13.2% | +6.7% |
| 30D | -5.9% | +0.3% | -6.2% | -5.5% |
| 3M | +5.0% | -9.1% | +14.1% | +5.1% |
| 6M | +22.4% | -37.3% | +59.7% | +19.4% |
| YTD | +33.6% | -54.9% | +88.5% | +29.6% |
| 1Y | +22.1% | -65.5% | +87.7% | +16.2% |
| All | +22.1% | -66.0% | +88.1% | +16.2% |
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