+20.9%
CCL vs ETHA
-30.1%
+51.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | -4.4% | +2.9% | -7.3% | -5.0% |
| 30D | -18.2% | +31.4% | -49.6% | -23.4% |
| 3M | -17.7% | +48.9% | -66.6% | -25.3% |
| 6M | -13.0% | +20.9% | -33.9% | -17.4% |
| YTD | -24.5% | -17.2% | -7.3% | -23.3% |
| 1Y | -26.9% | -42.8% | +15.8% | -19.6% |
| All | +20.9% | -30.1% | +51.1% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling