-53.3%
CSGP vs ETHA
-31.0%
-22.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +3.8% |
| 7D | +18.3% | +2.1% | +16.2% | +18.2% |
| 30D | +17.8% | -10.7% | +28.5% | +18.4% |
| 3M | +9.3% | +29.0% | -19.7% | +7.3% |
| 6M | -7.9% | +2.7% | -10.6% | -7.8% |
| YTD | -51.5% | -18.7% | -32.9% | -48.7% |
| 1Y | -53.3% | -24.8% | -28.5% | -50.3% |
| All | -53.3% | -31.0% | -22.3% | -50.3% |
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