+22.6%
CB vs ETHA
-43.4%
+66.1%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -0.5% | +2.9% | -3.5% | -0.4% |
| 30D | -3.1% | +31.4% | -34.5% | -1.4% |
| 3M | +4.2% | +48.9% | -44.7% | +6.6% |
| 6M | +4.7% | +20.9% | -16.2% | +6.4% |
| YTD | +8.8% | -17.2% | +26.0% | +9.7% |
| 1Y | +22.6% | -42.8% | +65.4% | +24.0% |
| All | +22.6% | -43.4% | +66.1% | +24.0% |
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 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