-8.2%
CSGP vs ETHA
-6.3%
-1.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.6% | -2.2% |
| 7D | +13.9% | -3.8% | +17.7% | +13.6% |
| 30D | +16.0% | -16.6% | +32.6% | +14.8% |
| 3M | +6.1% | +16.9% | -10.8% | +6.3% |
| 6M | -8.2% | -5.5% | -2.7% | -14.2% |
| All | -8.2% | -6.3% | -1.9% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling