-29.2%
ETHA vs CMS
+18.6%
-47.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.9% |
| 7D | +2.9% | +0.2% | +2.8% | +3.0% |
| 30D | +31.4% | -1.3% | +32.7% | +31.0% |
| 3M | +48.9% | -5.4% | +54.3% | +47.4% |
| 6M | +20.9% | -10.3% | +31.2% | +19.7% |
| YTD | -17.2% | -0.2% | -16.9% | -17.0% |
| 1Y | -42.8% | -0.9% | -41.9% | -42.3% |
| All | -29.2% | +18.6% | -47.8% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling