+29.2%
CB vs ETHA
-43.2%
+72.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.8% | +1.4% |
| 7D | +0.7% | -10.2% | +10.9% | +0.1% |
| 30D | +8.2% | -17.0% | +25.1% | +7.0% |
| 3M | +6.3% | +9.6% | -3.3% | +7.3% |
| 6M | +16.2% | -11.3% | +27.5% | +16.3% |
| YTD | +19.3% | -30.9% | +50.2% | +19.1% |
| 1Y | +29.2% | -42.6% | +71.8% | +28.7% |
| All | +29.2% | -43.2% | +72.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling