+120.5%
ETN vs CSGP
-62.5%
+183.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.5% | -2.0% |
| 7D | +3.6% | +1.3% | +2.3% | +3.5% |
| 30D | -13.4% | +2.8% | -16.2% | -14.3% |
| 3M | -21.9% | -6.3% | -15.6% | -21.8% |
| 6M | -12.8% | -3.2% | -9.6% | -13.9% |
| YTD | +12.1% | -54.0% | +66.0% | +32.5% |
| 1Y | +0.8% | -54.8% | +55.7% | +19.7% |
| 3Y | +64.5% | -60.6% | +125.1% | +98.3% |
| All | +120.5% | -62.5% | +183.0% | +170.8% |
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 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