+30.3%
CB vs ETHA
-29.6%
+59.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.4% |
| 7D | -0.6% | +2.7% | -3.3% | -0.6% |
| 30D | -3.9% | +29.4% | -33.3% | -3.4% |
| 3M | +4.9% | +47.2% | -42.3% | +5.7% |
| 6M | +3.3% | +25.4% | -22.1% | +3.9% |
| YTD | +8.5% | -16.5% | +25.1% | +9.1% |
| 1Y | +22.1% | -42.3% | +64.4% | +22.8% |
| All | +30.3% | -29.6% | +59.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling