-7.1%
CMG vs ETHA
-42.6%
+35.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | -2.1% | +3.5% | -5.5% | -2.5% |
| 30D | +10.9% | +35.3% | -24.4% | +6.8% |
| 3M | +15.8% | +50.9% | -35.0% | +10.1% |
| 6M | +6.9% | +22.1% | -15.2% | +4.0% |
| YTD | -2.2% | -14.6% | +12.4% | -1.9% |
| 1Y | -7.1% | -42.8% | +35.7% | -0.7% |
| All | -7.1% | -42.6% | +35.5% | -0.7% |
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