-23.9%
CLF vs ETHA
-30.1%
+6.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.7% | +2.9% | -5.6% | -3.4% |
| 30D | -3.2% | +31.4% | -34.6% | -9.6% |
| 3M | -5.0% | +48.9% | -53.8% | -14.2% |
| 6M | +26.6% | +20.9% | +5.7% | +19.5% |
| YTD | -9.0% | -17.2% | +8.2% | -6.9% |
| 1Y | +11.8% | -42.8% | +54.6% | +24.0% |
| All | -23.9% | -30.1% | +6.3% | -29.7% |
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