-4.4%
CL vs ETHA
-30.1%
+25.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -2.3% | +2.9% | -5.2% | -2.2% |
| 30D | -5.5% | +31.4% | -36.9% | -4.9% |
| 3M | +0.8% | +48.9% | -48.0% | +1.7% |
| 6M | -4.2% | +20.9% | -25.1% | -3.5% |
| YTD | +13.4% | -17.2% | +30.6% | +13.6% |
| 1Y | +7.1% | -42.8% | +49.8% | +7.0% |
| All | -4.4% | -30.1% | +25.7% | -2.4% |
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