-28.7%
ETHA vs CAG
-40.3%
+11.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +2.7% | -5.3% | +8.0% | +2.6% |
| 30D | +29.4% | +1.0% | +28.4% | +29.4% |
| 3M | +47.2% | +17.4% | +29.8% | +48.6% |
| 6M | +25.4% | -16.8% | +42.2% | +25.7% |
| YTD | -16.5% | -6.8% | -9.8% | -17.3% |
| 1Y | -42.3% | -15.4% | -27.0% | -42.0% |
| All | -28.7% | -40.3% | +11.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CAG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling