+559.3%
CIEN vs ETHA
-30.1%
+589.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -4.6% | +2.9% | -7.5% | -5.4% |
| 30D | -12.8% | +31.4% | -44.2% | -18.8% |
| 3M | -23.1% | +48.9% | -71.9% | -30.8% |
| 6M | +6.1% | +20.9% | -14.8% | +0.3% |
| YTD | +44.5% | -17.2% | +61.7% | +47.1% |
| 1Y | +176.6% | -42.8% | +219.4% | +202.6% |
| All | +559.3% | -30.1% | +589.4% | +529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling