-38.7%
ETHA vs CMS
-2.7%
-36.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -2.9% |
| 7D | -12.5% | +1.7% | -14.3% | -12.1% |
| 30D | -19.8% | +6.2% | -26.0% | -18.4% |
| 3M | +3.1% | +0.6% | +2.5% | +3.5% |
| 6M | -13.8% | -1.8% | -12.0% | -13.3% |
| YTD | -34.6% | +3.8% | -38.4% | -34.5% |
| 1Y | -38.7% | -1.8% | -36.9% | -34.0% |
| All | -38.7% | -2.7% | -36.0% | -34.0% |
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