+12.0%
CI vs ETHA
-43.8%
+55.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.8% |
| 7D | -1.7% | -10.3% | +8.6% | -2.0% |
| 30D | +4.9% | -19.7% | +24.5% | +4.2% |
| 3M | +7.4% | +7.2% | +0.2% | +7.7% |
| 6M | +0.4% | -11.9% | +12.3% | +0.3% |
| YTD | +9.5% | -32.3% | +41.8% | +7.2% |
| 1Y | +12.0% | -41.1% | +53.1% | +8.7% |
| All | +12.0% | -43.8% | +55.7% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling