-65.3%
CSGP vs ETHA
-44.4%
-20.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.3% |
| 7D | -4.1% | +0.8% | -4.9% | -4.1% |
| 30D | +2.3% | +27.9% | -25.6% | +0.7% |
| 3M | -8.2% | +38.3% | -46.5% | -10.1% |
| 6M | -35.1% | +14.0% | -49.0% | -35.6% |
| YTD | -54.0% | -17.4% | -36.6% | -52.3% |
| 1Y | -65.3% | -42.7% | -22.6% | -63.3% |
| All | -65.3% | -44.4% | -20.9% | -63.3% |
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