+151.2%
CAH vs ETHA
-27.9%
+179.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.6% |
| 7D | -5.1% | +3.5% | -8.6% | -5.1% |
| 30D | +0.2% | +35.3% | -35.1% | +0.3% |
| 3M | +6.3% | +50.9% | -44.6% | +6.4% |
| 6M | +9.4% | +22.1% | -12.7% | +9.6% |
| YTD | +15.0% | -14.6% | +29.5% | +15.7% |
| 1Y | +55.4% | -42.8% | +98.2% | +57.3% |
| All | +151.2% | -27.9% | +179.1% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 5y: compounded portfolio wealth divided by compounded ETHA 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…
5y analysis · Full analysis span regression · 6 months rolling