-22.8%
CLF vs ETHA
-39.8%
+17.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.5% | +11.5% | +8.0% |
| 7D | -14.1% | -5.3% | -8.8% | -13.1% |
| 30D | -5.5% | -14.2% | +8.6% | -2.4% |
| 3M | 0.0% | +10.7% | -10.7% | -3.3% |
| 6M | +11.3% | -8.4% | +19.6% | +11.8% |
| YTD | -7.7% | -28.6% | +20.9% | -2.8% |
| 1Y | +17.5% | -38.8% | +56.4% | +27.8% |
| All | -22.8% | -39.8% | +17.0% | -26.6% |
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 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