-11.1%
CHRW vs ETHA
-31.0%
+19.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.2% |
| 7D | +4.9% | +2.1% | +2.8% | +4.8% |
| 30D | -4.8% | -10.7% | +5.9% | -4.7% |
| 3M | -13.1% | +29.0% | -42.1% | -13.7% |
| 6M | -16.3% | +2.7% | -19.0% | -16.4% |
| YTD | -15.8% | -18.7% | +2.8% | -16.7% |
| 1Y | -11.1% | -24.8% | +13.7% | -11.9% |
| All | -11.1% | -31.0% | +19.9% | -11.9% |
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 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