+112.6%
ETN vs CSGP
-63.4%
+176.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.7% | +9.2% | +5.0% |
| 7D | -7.6% | +1.3% | -8.9% | -7.9% |
| 30D | -20.8% | +10.7% | -31.5% | -22.6% |
| 3M | -23.6% | +3.3% | -26.8% | -24.9% |
| 6M | -18.5% | -10.3% | -8.2% | -18.3% |
| YTD | +8.2% | -54.6% | +62.8% | +28.1% |
| 1Y | -8.7% | -54.6% | +45.9% | +8.0% |
| 3Y | +63.3% | -60.3% | +123.6% | +95.8% |
| All | +112.6% | -63.4% | +176.0% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling