-42.7%
ETHA vs CMS
-1.9%
-40.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +0.8% | +0.4% | +0.5% | +0.9% |
| 30D | +27.9% | -3.6% | +31.5% | +27.2% |
| 3M | +38.3% | -1.9% | +40.2% | +36.6% |
| 6M | +14.0% | -11.0% | +24.9% | +15.2% |
| YTD | -17.4% | +0.2% | -17.6% | -18.9% |
| 1Y | -42.7% | -1.3% | -41.3% | -41.8% |
| All | -42.7% | -1.9% | -40.8% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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