-17.9%
CLS vs ETHA
-43.4%
+25.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.1% |
| 7D | +16.3% | -12.5% | +28.8% | +22.3% |
| 30D | -25.7% | -19.8% | -5.9% | -18.6% |
| 3M | -30.9% | +3.1% | -34.0% | -31.1% |
| 6M | -35.5% | -13.8% | -21.7% | -31.6% |
| YTD | -18.7% | -34.6% | +15.9% | -3.5% |
| 1Y | -17.9% | -38.7% | +20.8% | -0.2% |
| All | -17.9% | -43.4% | +25.5% | -0.2% |
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