+73.6%
CHRW vs ETHA
-30.1%
+103.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | +4.1% | +2.9% | +1.1% | +3.9% |
| 30D | +1.9% | +31.4% | -29.5% | +0.8% |
| 3M | -21.2% | +48.9% | -70.0% | -22.5% |
| 6M | -16.7% | +20.9% | -37.6% | -17.6% |
| YTD | -5.4% | -17.2% | +11.8% | -5.3% |
| 1Y | +21.2% | -42.8% | +64.0% | +23.2% |
| All | +73.6% | -30.1% | +103.7% | +63.8% |
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