+447.2%
CIEN vs ETHA
-44.8%
+492.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.2% | -3.8% |
| 7D | +15.3% | -12.5% | +27.8% | +18.9% |
| 30D | -22.0% | -19.8% | -2.2% | -17.6% |
| 3M | -36.6% | +3.1% | -39.8% | -37.4% |
| 6M | -51.5% | -13.8% | -37.7% | -50.0% |
| YTD | +20.0% | -34.6% | +54.5% | +29.4% |
| 1Y | +44.5% | -38.7% | +83.2% | +57.4% |
| All | +447.2% | -44.8% | +492.0% | +454.0% |
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