+5.4%
CL vs ETHA
-36.9%
+42.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +11.4% | -13.4% | +24.7% | +11.0% |
| 3M | +4.4% | +16.5% | -12.1% | +4.8% |
| 6M | +10.8% | -5.3% | +16.1% | +11.0% |
| YTD | +25.1% | -25.2% | +50.3% | +25.1% |
| 1Y | +28.0% | -32.9% | +60.9% | +27.9% |
| All | +5.4% | -36.9% | +42.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling