-38.7%
ETHA vs CFG
+28.3%
-67.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -4.0% | -3.6% |
| 7D | -12.5% | +3.2% | -15.7% | -13.6% |
| 30D | -19.8% | +5.1% | -24.9% | -21.0% |
| 3M | +3.1% | -11.2% | +14.4% | +7.2% |
| 6M | -13.8% | +9.6% | -23.3% | -20.4% |
| YTD | -34.6% | +15.0% | -49.5% | -41.0% |
| 1Y | -38.7% | +29.9% | -68.6% | -47.6% |
| All | -38.7% | +28.3% | -67.0% | -47.6% |
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