+46.7%
CEG vs ETHA
-41.0%
+87.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | +11.8% | -14.0% | +25.8% | +15.2% |
| 30D | -6.5% | -17.4% | +10.8% | -3.0% |
| 3M | -1.2% | +10.6% | -11.8% | -4.1% |
| 6M | -8.0% | -11.2% | +3.2% | -6.9% |
| YTD | -21.9% | -30.1% | +8.2% | -18.0% |
| 1Y | -21.4% | -39.6% | +18.2% | -15.4% |
| All | +46.7% | -41.0% | +87.7% | +42.3% |
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