-5.7%
CI vs ETHA
-41.7%
+36.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +2.6% |
| 7D | +2.6% | -10.2% | +12.8% | +2.6% |
| 30D | +7.3% | -17.0% | +24.3% | +7.4% |
| 3M | +9.5% | +9.6% | -0.1% | +9.4% |
| 6M | +6.4% | -11.3% | +17.8% | +6.5% |
| YTD | +12.0% | -30.9% | +42.9% | +12.1% |
| 1Y | +20.1% | -42.6% | +62.6% | +20.5% |
| All | -5.7% | -41.7% | +36.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling