+7.1%
CL vs ETHA
-41.7%
+48.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.1% |
| 7D | +2.6% | -10.2% | +12.8% | +2.3% |
| 30D | +11.8% | -17.0% | +28.7% | +11.3% |
| 3M | +5.9% | +9.6% | -3.7% | +6.2% |
| 6M | +13.3% | -11.3% | +24.7% | +13.4% |
| YTD | +27.1% | -30.9% | +58.0% | +26.9% |
| 1Y | +28.0% | -42.6% | +70.6% | +27.6% |
| All | +7.1% | -41.7% | +48.8% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling