-29.4%
ETHA vs CFG
+85.3%
-114.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +0.8% | +1.5% | -0.7% | -0.4% |
| 30D | +27.9% | -3.8% | +31.7% | +31.2% |
| 3M | +38.3% | +11.5% | +26.8% | +24.3% |
| 6M | +14.0% | +19.2% | -5.2% | -4.1% |
| YTD | -17.4% | +23.7% | -41.1% | -33.2% |
| 1Y | -42.7% | +38.8% | -81.5% | -58.3% |
| All | -29.4% | +85.3% | -114.7% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling