-31.4%
CMG vs ETHA
-30.1%
-1.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -6.5% | +2.9% | -9.4% | -6.7% |
| 30D | +12.1% | +31.4% | -19.3% | +9.3% |
| 3M | +20.6% | +48.9% | -28.3% | +16.1% |
| 6M | +2.1% | +20.9% | -18.8% | 0.0% |
| YTD | -2.6% | -17.2% | +14.5% | -2.2% |
| 1Y | -8.7% | -42.8% | +34.1% | -5.9% |
| All | -31.4% | -30.1% | -1.3% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling