+211.8%
CDE vs ETHA
-30.2%
+242.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.1% | -2.4% | -3.6% | -5.3% |
| 30D | +9.5% | +30.9% | -21.4% | +0.5% |
| 3M | +32.0% | +51.1% | -19.1% | +16.5% |
| 6M | -12.8% | +20.5% | -33.3% | -17.8% |
| YTD | +14.2% | -17.3% | +31.5% | +16.6% |
| 1Y | +36.3% | -43.2% | +79.5% | +50.0% |
| All | +211.8% | -30.2% | +242.0% | +194.2% |
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 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