+157.0%
CAH vs ETHA
-30.1%
+187.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -2.2% | +2.9% | -5.2% | -2.2% |
| 30D | +1.2% | +31.4% | -30.2% | +1.3% |
| 3M | +13.1% | +48.9% | -35.8% | +13.2% |
| 6M | +8.5% | +20.9% | -12.4% | +8.7% |
| YTD | +17.6% | -17.2% | +34.8% | +18.4% |
| 1Y | +60.7% | -42.8% | +103.4% | +62.5% |
| All | +157.0% | -30.1% | +187.1% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling