-29.3%
ETHA vs CG
-1.1%
-28.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.6% |
| 7D | -2.4% | -9.8% | +7.4% | +4.8% |
| 30D | +30.9% | -10.3% | +41.2% | +40.4% |
| 3M | +51.1% | -1.7% | +52.8% | +50.5% |
| 6M | +20.5% | -9.8% | +30.3% | +27.1% |
| YTD | -17.3% | -25.6% | +8.3% | +1.2% |
| 1Y | -43.2% | -32.5% | -10.7% | -25.7% |
| All | -29.3% | -1.1% | -28.2% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling