+64.5%
ETN vs CSGP
-60.9%
+125.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.5% | -1.6% |
| 7D | +3.6% | +1.3% | +2.3% | +3.7% |
| 30D | -13.4% | +2.8% | -16.2% | -13.4% |
| 3M | -21.9% | -6.3% | -15.6% | -21.7% |
| 6M | -12.8% | -3.2% | -9.6% | -12.5% |
| YTD | +12.1% | -54.0% | +66.0% | +28.3% |
| 1Y | +0.8% | -54.8% | +55.7% | +15.9% |
| 3Y | +64.5% | -60.6% | +125.1% | +88.8% |
| All | +64.5% | -60.9% | +125.4% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling