+23.6%
CCL vs ETHA
-29.6%
+53.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -0.1% | +2.7% | -2.8% | -0.8% |
| 30D | -20.0% | +29.4% | -49.3% | -24.7% |
| 3M | -13.7% | +47.2% | -60.8% | -21.4% |
| 6M | -9.0% | +25.4% | -34.4% | -14.3% |
| YTD | -22.8% | -16.5% | -6.3% | -21.7% |
| 1Y | -25.3% | -42.3% | +17.0% | -18.0% |
| All | +23.6% | -29.6% | +53.2% | +12.9% |
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