+10.9%
CMG vs ETHA
-31.0%
+41.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +5.3% |
| 7D | +22.5% | +2.1% | +20.4% | +22.2% |
| 30D | +14.1% | -10.7% | +24.8% | +15.2% |
| 3M | +4.1% | +29.0% | -24.9% | +1.0% |
| 6M | +10.1% | +2.7% | +7.4% | +9.7% |
| YTD | -4.9% | -18.7% | +13.8% | -5.3% |
| 1Y | +10.9% | -24.8% | +35.8% | +10.2% |
| All | +10.9% | -31.0% | +41.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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