-58.7%
CSGP vs ETHA
-30.3%
-28.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.2% |
| 7D | -4.1% | +0.8% | -4.9% | -4.1% |
| 30D | +2.3% | +27.9% | -25.6% | +0.2% |
| 3M | -8.2% | +38.3% | -46.5% | -10.9% |
| 6M | -35.1% | +14.0% | -49.0% | -36.0% |
| YTD | -54.0% | -17.4% | -36.6% | -53.3% |
| 1Y | -65.3% | -42.7% | -22.6% | -63.8% |
| All | -58.7% | -30.3% | -28.3% | -59.9% |
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