+461.9%
CLS vs ETHA
-30.2%
+492.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +5.0% | -2.4% | +7.4% | +5.8% |
| 30D | +4.8% | +30.9% | -26.1% | -4.2% |
| 3M | -10.4% | +51.1% | -61.5% | -22.0% |
| 6M | +20.8% | +20.5% | +0.3% | +12.9% |
| YTD | +10.0% | -17.3% | +27.3% | +14.0% |
| 1Y | +28.5% | -43.2% | +71.8% | +46.6% |
| All | +461.9% | -30.2% | +492.1% | +420.3% |
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