+215.5%
CDE vs ETHA
-27.9%
+243.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +0.2% |
| 7D | -3.1% | +3.5% | -6.6% | -4.1% |
| 30D | +9.5% | +35.3% | -25.8% | -0.5% |
| 3M | +25.5% | +50.9% | -25.4% | +10.6% |
| 6M | -7.9% | +22.1% | -30.0% | -13.6% |
| YTD | +15.6% | -14.6% | +30.1% | +16.8% |
| 1Y | +34.0% | -42.8% | +76.8% | +46.9% |
| All | +215.5% | -27.9% | +243.5% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling