-29.3%
ETHA vs CFG
+82.3%
-111.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -2.4% | -1.7% | -0.7% | -1.2% |
| 30D | +30.9% | -4.6% | +35.5% | +35.0% |
| 3M | +51.1% | +7.9% | +43.3% | +39.6% |
| 6M | +20.5% | +19.9% | +0.7% | +0.6% |
| YTD | -17.3% | +21.7% | -38.9% | -32.2% |
| 1Y | -43.2% | +38.4% | -81.7% | -58.7% |
| All | -29.3% | +82.3% | -111.5% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling