+21.2%
CCL vs ETHA
-27.9%
+49.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.6% |
| 7D | -3.2% | +3.5% | -6.7% | -3.9% |
| 30D | -17.8% | +35.3% | -53.1% | -23.5% |
| 3M | -18.7% | +50.9% | -69.5% | -26.4% |
| 6M | -11.4% | +22.1% | -33.5% | -16.0% |
| YTD | -24.3% | -14.6% | -9.7% | -23.6% |
| 1Y | -28.8% | -42.8% | +14.0% | -21.5% |
| All | +21.2% | -27.9% | +49.2% | +10.2% |
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