+59.6%
CEG vs ETHA
-29.6%
+89.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | +6.7% | +2.7% | +4.0% | +6.0% |
| 30D | +11.0% | +29.4% | -18.4% | +4.7% |
| 3M | +19.5% | +47.2% | -27.7% | +9.3% |
| 6M | -5.9% | +25.4% | -31.2% | -11.4% |
| YTD | -15.0% | -16.5% | +1.6% | -13.6% |
| 1Y | +0.6% | -42.3% | +43.0% | +9.1% |
| All | +59.6% | -29.6% | +89.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling