-2.7%
CEG vs ETHA
-44.4%
+41.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.4% |
| 7D | +8.0% | +0.8% | +7.2% | +7.7% |
| 30D | +12.9% | +27.9% | -15.0% | +7.0% |
| 3M | +13.2% | +38.3% | -25.1% | +5.0% |
| 6M | -7.0% | +14.0% | -21.0% | -10.3% |
| YTD | -15.0% | -17.4% | +2.4% | -13.6% |
| 1Y | -2.7% | -42.7% | +39.9% | +5.5% |
| All | -2.7% | -44.4% | +41.6% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling