-1.8%
CARR vs ETHA
-31.0%
+29.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.3% |
| 7D | -0.7% | +2.1% | -2.8% | -0.8% |
| 30D | +0.3% | -10.7% | +11.0% | +0.7% |
| 3M | -14.9% | +29.0% | -43.9% | -15.7% |
| 6M | -14.9% | +2.7% | -17.5% | -14.9% |
| YTD | +7.0% | -18.7% | +25.7% | +7.1% |
| 1Y | -1.8% | -24.8% | +23.1% | -1.6% |
| All | -1.8% | -31.0% | +29.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling