+18.8%
CLF vs ETHA
-44.4%
+63.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.4% |
| 7D | +7.6% | +0.8% | +6.8% | +7.2% |
| 30D | -1.2% | +27.9% | -29.1% | -7.6% |
| 3M | -13.4% | +38.3% | -51.7% | -21.1% |
| 6M | +15.4% | +14.0% | +1.5% | +10.9% |
| YTD | -5.9% | -17.4% | +11.6% | -0.1% |
| 1Y | +18.8% | -42.7% | +61.5% | +47.3% |
| All | +18.8% | -44.4% | +63.2% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling