+5,619.6%
ETN vs CSGP
+3,334.4%
+2,285.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.9% |
| 7D | +2.0% | -4.1% | +6.1% | +2.8% |
| 30D | -7.9% | +2.3% | -10.2% | -8.7% |
| 3M | -1.6% | -8.2% | +6.6% | -1.2% |
| 6M | +16.9% | -35.1% | +51.9% | +25.1% |
| YTD | +30.1% | -54.0% | +84.1% | +48.2% |
| 1Y | +19.3% | -65.3% | +84.6% | +43.6% |
| 3Y | +82.5% | -62.6% | +145.1% | +113.9% |
| 5Y | +166.8% | -64.8% | +231.7% | +211.6% |
| 10Y | +649.7% | +45.1% | +604.6% | +562.5% |
| All | +5,619.6% | +3,334.4% | +2,285.2% | +2,943.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling