+30.7%
CB vs ETHA
-30.1%
+60.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -0.5% | +2.9% | -3.5% | -0.5% |
| 30D | -3.1% | +31.4% | -34.5% | -2.5% |
| 3M | +4.2% | +48.9% | -44.7% | +5.0% |
| 6M | +4.7% | +20.9% | -16.2% | +5.3% |
| YTD | +8.8% | -17.2% | +26.0% | +9.4% |
| 1Y | +22.6% | -42.8% | +65.4% | +23.4% |
| All | +30.7% | -30.1% | +60.8% | +30.3% |
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