+139.7%
CAT vs ETHA
-30.2%
+169.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.0% |
| 30D | -4.5% | +30.9% | -35.4% | -8.7% |
| 3M | -5.8% | +51.1% | -56.9% | -12.2% |
| 6M | +12.7% | +20.5% | -7.8% | +8.7% |
| YTD | +41.4% | -17.3% | +58.6% | +42.9% |
| 1Y | +92.1% | -43.2% | +135.3% | +103.6% |
| All | +139.7% | -30.2% | +169.9% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling