+18.7%
CCL vs ETHA
-14.7%
+33.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.1% |
| 7D | -1.2% | -12.5% | +11.4% | +0.5% |
| 30D | +13.1% | -19.8% | +32.9% | +16.2% |
| 3M | +3.4% | +3.1% | +0.3% | +3.3% |
| 6M | +18.7% | -13.8% | +32.5% | +26.1% |
| All | +18.7% | -14.7% | +33.4% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling