-19.2%
CCI vs ETHA
-29.6%
+10.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +0.2% | +2.7% | -2.5% | +0.1% |
| 30D | +0.5% | +29.4% | -28.9% | -0.2% |
| 3M | -16.3% | +47.2% | -63.4% | -17.1% |
| 6M | -13.9% | +25.4% | -39.3% | -14.5% |
| YTD | -12.4% | -16.5% | +4.1% | -12.3% |
| 1Y | -15.2% | -42.3% | +27.1% | -15.0% |
| All | -19.2% | -29.6% | +10.4% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling