-14.7%
CARR vs ETHA
-30.2%
+15.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.9% |
| 30D | -11.0% | +30.9% | -41.9% | -13.8% |
| 3M | -16.4% | +51.1% | -67.5% | -20.6% |
| 6M | -2.4% | +20.5% | -22.9% | -5.1% |
| YTD | +8.4% | -17.3% | +25.7% | +9.8% |
| 1Y | -8.0% | -43.2% | +35.3% | -2.4% |
| All | -14.7% | -30.2% | +15.5% | -17.6% |
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 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