+41.1%
CLS vs ETHA
-44.4%
+85.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.7% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | -13.9% | +27.9% | -41.8% | -20.8% |
| 3M | -26.6% | +38.3% | -64.9% | -34.2% |
| 6M | +15.4% | +14.0% | +1.4% | +9.7% |
| YTD | +5.7% | -17.4% | +23.1% | +11.1% |
| 1Y | +41.1% | -42.7% | +83.8% | +55.4% |
| All | +41.1% | -44.4% | +85.5% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling