-31.1%
CMG vs ETHA
-27.9%
-3.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | -2.1% | +3.5% | -5.5% | -2.4% |
| 30D | +10.9% | +35.3% | -24.4% | +7.8% |
| 3M | +15.8% | +50.9% | -35.0% | +11.4% |
| 6M | +6.9% | +22.1% | -15.2% | +4.6% |
| YTD | -2.2% | -14.6% | +12.4% | -2.0% |
| 1Y | -7.1% | -42.8% | +35.7% | -4.3% |
| All | -31.1% | -27.9% | -3.2% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling