-22.6%
CLF vs ETHA
-29.6%
+7.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +6.5% | +2.7% | +3.8% | +5.8% |
| 30D | +0.2% | +29.4% | -29.1% | -6.1% |
| 3M | -3.1% | +47.2% | -50.2% | -12.2% |
| 6M | +25.0% | +25.4% | -0.4% | +16.9% |
| YTD | -7.5% | -16.5% | +9.1% | -5.6% |
| 1Y | +11.5% | -42.3% | +53.9% | +23.5% |
| All | -22.6% | -29.6% | +7.0% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling