-42.7%
ETHA vs CFG
+40.4%
-83.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +0.8% | +1.5% | -0.7% | +0.1% |
| 30D | +27.9% | -3.8% | +31.7% | +30.1% |
| 3M | +38.3% | +11.5% | +26.8% | +26.6% |
| 6M | +14.0% | +19.2% | -5.2% | -1.9% |
| YTD | -17.4% | +23.7% | -41.1% | -31.6% |
| 1Y | -42.7% | +38.8% | -81.5% | -57.0% |
| All | -42.7% | +40.4% | -83.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling