+55.2%
CHRW vs ETHA
-44.8%
+100.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | +7.3% | -12.5% | +19.8% | +7.8% |
| 30D | -3.6% | -19.8% | +16.2% | -2.8% |
| 3M | -9.6% | +3.1% | -12.7% | -9.9% |
| 6M | -17.0% | -13.8% | -3.2% | -16.8% |
| YTD | -15.4% | -34.6% | +19.2% | -14.7% |
| 1Y | -10.0% | -38.7% | +28.7% | -9.1% |
| All | +55.2% | -44.8% | +100.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling