+70.4%
CHRW vs ETHA
-30.3%
+100.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.2% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | -3.5% | +27.9% | -31.4% | -4.4% |
| 3M | -19.4% | +38.3% | -57.7% | -20.6% |
| 6M | -21.4% | +14.0% | -35.3% | -22.0% |
| YTD | -7.1% | -17.4% | +10.3% | -7.0% |
| 1Y | +17.8% | -42.7% | +60.5% | +19.8% |
| All | +70.4% | -30.3% | +100.7% | +60.7% |
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