+163.8%
CIEN vs ETHA
-42.6%
+206.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.2% | +3.7% |
| 7D | +8.9% | +3.5% | +5.4% | +8.0% |
| 30D | -19.1% | +35.3% | -54.4% | -25.7% |
| 3M | -21.5% | +50.9% | -72.4% | -30.3% |
| 6M | +2.8% | +22.1% | -19.3% | -2.9% |
| YTD | +49.5% | -14.6% | +64.0% | +51.9% |
| 1Y | +163.8% | -42.8% | +206.6% | +191.5% |
| All | +163.8% | -42.6% | +206.4% | +191.5% |
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