-59.5%
CSGP vs ETHA
-41.7%
-17.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.7% |
| 7D | -3.2% | -10.2% | +7.1% | -2.4% |
| 30D | +2.2% | -17.0% | +19.2% | +3.5% |
| 3M | -3.7% | +9.6% | -13.2% | -4.8% |
| 6M | -7.4% | -11.3% | +3.9% | -7.1% |
| YTD | -54.9% | -30.9% | -24.0% | -53.7% |
| 1Y | -54.9% | -42.6% | -12.3% | -53.1% |
| All | -59.5% | -41.7% | -17.8% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling