-42.8%
ETHA vs CFG
+38.1%
-80.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.3% |
| 30D | +31.4% | -4.5% | +35.9% | +34.0% |
| 3M | +48.9% | +6.3% | +42.6% | +40.3% |
| 6M | +20.9% | +20.6% | +0.3% | +2.0% |
| YTD | -17.2% | +21.2% | -38.4% | -31.0% |
| 1Y | -42.8% | +38.2% | -81.0% | -58.3% |
| All | -42.8% | +38.1% | -80.9% | -58.3% |
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