-29.3%
ETHA vs CAG
-42.5%
+13.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | -2.4% | -5.9% | +3.5% | -2.5% |
| 30D | +30.9% | -1.5% | +32.4% | +31.0% |
| 3M | +51.1% | +11.5% | +39.7% | +52.4% |
| 6M | +20.5% | -15.7% | +36.2% | +20.9% |
| YTD | -17.3% | -10.2% | -7.0% | -18.0% |
| 1Y | -43.2% | -18.1% | -25.2% | -43.0% |
| All | -29.3% | -42.5% | +13.2% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling