+581.8%
CIEN vs ETHA
-27.9%
+609.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.2% | +3.7% |
| 7D | +8.9% | +3.5% | +5.4% | +8.1% |
| 30D | -19.1% | +35.3% | -54.4% | -25.1% |
| 3M | -21.5% | +50.9% | -72.4% | -29.6% |
| 6M | +2.8% | +22.1% | -19.3% | -3.0% |
| YTD | +49.5% | -14.6% | +64.0% | +51.0% |
| 1Y | +163.8% | -42.8% | +206.6% | +188.5% |
| All | +581.8% | -27.9% | +609.7% | +546.8% |
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