-19.6%
CCI vs ETHA
-27.9%
+8.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +2.3% |
| 7D | -0.3% | +3.5% | -3.7% | -0.4% |
| 30D | +2.2% | +35.3% | -33.1% | +1.4% |
| 3M | -16.9% | +50.9% | -67.7% | -17.8% |
| 6M | -11.5% | +22.1% | -33.7% | -12.0% |
| YTD | -12.8% | -14.6% | +1.7% | -12.8% |
| 1Y | -17.1% | -42.8% | +25.7% | -16.9% |
| All | -19.6% | -27.9% | +8.4% | -17.2% |
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