+56.9%
CEG vs ETHA
-30.1%
+87.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +1.3% | +2.9% | -1.6% | +0.6% |
| 30D | +8.8% | +31.4% | -22.6% | +2.3% |
| 3M | +17.0% | +48.9% | -31.9% | +6.7% |
| 6M | -8.7% | +20.9% | -29.6% | -13.4% |
| YTD | -16.4% | -17.2% | +0.7% | -15.0% |
| 1Y | -1.8% | -42.8% | +41.0% | +6.7% |
| All | +56.9% | -30.1% | +87.0% | +47.5% |
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 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