-27.0%
ETHA vs CG
-2.8%
-24.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +4.4% |
| 7D | +3.5% | -9.9% | +13.3% | +11.1% |
| 30D | +35.3% | -11.7% | +47.0% | +46.7% |
| 3M | +50.9% | -4.3% | +55.1% | +53.0% |
| 6M | +22.1% | -8.8% | +30.9% | +27.5% |
| YTD | -14.6% | -26.9% | +12.3% | +5.7% |
| 1Y | -42.8% | -35.4% | -7.4% | -22.7% |
| All | -27.0% | -2.8% | -24.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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