+103.8%
CMI vs ETHA
-30.1%
+133.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.7% | +2.9% | -2.2% | +0.2% |
| 30D | -12.3% | +31.4% | -43.7% | -16.4% |
| 3M | -16.8% | +48.9% | -65.7% | -22.5% |
| 6M | +1.5% | +20.9% | -19.4% | -2.5% |
| YTD | +9.8% | -17.2% | +27.0% | +10.7% |
| 1Y | +42.6% | -42.8% | +85.4% | +50.4% |
| All | +103.8% | -30.1% | +133.9% | +91.6% |
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