-12.6%
CI vs ETHA
-27.9%
+15.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.1% |
| 7D | -0.1% | +3.5% | -3.5% | -0.1% |
| 30D | +1.8% | +35.3% | -33.5% | +1.7% |
| 3M | -4.2% | +50.9% | -55.1% | -4.4% |
| 6M | +8.8% | +22.1% | -13.3% | +8.7% |
| YTD | +3.7% | -14.6% | +18.3% | +3.8% |
| 1Y | -6.1% | -42.8% | +36.7% | -5.5% |
| All | -12.6% | -27.9% | +15.3% | -11.2% |
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