+75.9%
CHRW vs ETHA
-30.2%
+106.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.4% | -2.4% | +6.8% | +4.4% |
| 30D | +5.5% | +30.9% | -25.4% | +4.4% |
| 3M | -17.3% | +51.1% | -68.4% | -18.7% |
| 6M | -12.7% | +20.5% | -33.2% | -13.6% |
| YTD | -4.1% | -17.3% | +13.1% | -4.0% |
| 1Y | +21.2% | -43.2% | +64.5% | +23.3% |
| All | +75.9% | -30.2% | +106.1% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling