-20.3%
CLF vs ETHA
-44.8%
+24.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.5% |
| 7D | +10.4% | -12.5% | +22.9% | +13.5% |
| 30D | +0.6% | -19.8% | +20.4% | +5.4% |
| 3M | +4.1% | +3.1% | +1.0% | +2.2% |
| 6M | +15.1% | -13.8% | +28.9% | +17.1% |
| YTD | -4.7% | -34.6% | +29.8% | +2.2% |
| 1Y | +20.4% | -38.7% | +59.1% | +30.4% |
| All | -20.3% | -44.8% | +24.5% | -22.8% |
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