-28.7%
ETHA vs CFG
+83.2%
-111.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.9% |
| 7D | +2.7% | +2.7% | 0.0% | +0.6% |
| 30D | +29.4% | -3.7% | +33.1% | +32.4% |
| 3M | +47.2% | +9.5% | +37.7% | +34.2% |
| 6M | +25.4% | +22.2% | +3.1% | +2.9% |
| YTD | -16.5% | +22.3% | -38.9% | -31.9% |
| 1Y | -42.3% | +39.4% | -81.8% | -58.3% |
| All | -28.7% | +83.2% | -111.9% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling