+79.6%
CAT vs ETHA
-41.0%
+120.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +1.7% | -14.0% | +15.8% | +4.2% |
| 30D | -24.6% | -17.4% | -7.2% | -22.3% |
| 3M | -28.5% | +10.6% | -39.1% | -29.8% |
| 6M | -34.8% | -11.2% | -23.6% | -34.0% |
| YTD | +5.9% | -30.1% | +36.0% | +9.9% |
| 1Y | +6.8% | -39.6% | +46.5% | +13.0% |
| All | +79.6% | -41.0% | +120.6% | +71.0% |
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