-42.6%
ETHA vs CMS
-0.8%
-41.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.2% |
| 7D | -10.2% | +0.5% | -10.7% | -10.1% |
| 30D | -17.0% | +7.4% | -24.4% | -15.4% |
| 3M | +9.6% | +1.9% | +7.7% | +10.1% |
| 6M | -11.3% | -2.3% | -9.0% | -11.1% |
| YTD | -30.9% | +3.0% | -33.9% | -31.7% |
| 1Y | -42.6% | -2.8% | -39.8% | -38.7% |
| All | -42.6% | -0.8% | -41.8% | -38.7% |
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