-13.5%
CARR vs ETHA
-27.9%
+14.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.1% |
| 7D | -3.8% | +3.5% | -7.2% | -4.1% |
| 30D | -8.9% | +35.3% | -44.2% | -12.2% |
| 3M | -17.3% | +50.9% | -68.2% | -21.4% |
| 6M | -1.4% | +22.1% | -23.5% | -4.3% |
| YTD | +10.0% | -14.6% | +24.6% | +10.9% |
| 1Y | -6.4% | -42.8% | +36.4% | -0.6% |
| All | -13.5% | -27.9% | +14.4% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling