-17.3%
CLF vs ETHA
-41.0%
+23.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | +2.3% | -14.0% | +16.4% | +5.8% |
| 30D | +1.9% | -17.4% | +19.3% | +6.2% |
| 3M | +5.9% | +10.6% | -4.7% | +2.3% |
| 6M | +16.9% | -11.2% | +28.1% | +18.3% |
| YTD | -1.1% | -30.1% | +29.0% | +4.6% |
| 1Y | +28.8% | -39.6% | +68.5% | +40.5% |
| All | -17.3% | -41.0% | +23.8% | -21.0% |
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