-59.2%
CSGP vs ETHA
-36.9%
-22.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.6% |
| 7D | +1.3% | -0.2% | +1.4% | +1.3% |
| 30D | +10.7% | -13.4% | +24.1% | +11.7% |
| 3M | +3.3% | +16.5% | -13.2% | +1.6% |
| 6M | -10.3% | -5.3% | -5.0% | -10.4% |
| YTD | -54.6% | -25.2% | -29.4% | -53.7% |
| 1Y | -54.6% | -32.9% | -21.8% | -53.4% |
| All | -59.2% | -36.9% | -22.3% | -60.2% |
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 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