+552.5%
CIEN vs ETHA
-30.2%
+582.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +5.4% | -2.4% | +7.8% | +6.0% |
| 30D | -13.7% | +30.9% | -44.6% | -19.5% |
| 3M | -23.0% | +51.1% | -74.2% | -31.0% |
| 6M | -0.8% | +20.5% | -21.3% | -6.2% |
| YTD | +43.1% | -17.3% | +60.3% | +45.6% |
| 1Y | +157.6% | -43.2% | +200.9% | +182.3% |
| All | +552.5% | -30.2% | +582.7% | +523.6% |
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