-14.2%
CI vs ETHA
-29.6%
+15.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | -2.0% | +2.7% | -4.7% | -2.0% |
| 30D | -1.8% | +29.4% | -31.2% | -1.9% |
| 3M | -4.2% | +47.2% | -51.4% | -4.4% |
| 6M | +2.7% | +25.4% | -22.7% | +2.5% |
| YTD | +1.9% | -16.5% | +18.5% | +2.0% |
| 1Y | -6.3% | -42.3% | +36.1% | -5.6% |
| All | -14.2% | -29.6% | +15.4% | -12.7% |
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 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