-54.5%
CHTR vs ETHA
-27.9%
-26.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.5% |
| 7D | -4.1% | +3.5% | -7.5% | -4.3% |
| 30D | -3.0% | +35.3% | -38.3% | -5.2% |
| 3M | +4.8% | +50.9% | -46.1% | +1.3% |
| 6M | -35.0% | +22.1% | -57.1% | -36.2% |
| YTD | -30.2% | -14.6% | -15.6% | -29.7% |
| 1Y | -44.8% | -42.8% | -2.0% | -42.3% |
| All | -54.5% | -27.9% | -26.5% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling