+476.4%
CLS vs ETHA
-30.1%
+506.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +20.1% | +2.9% | +17.2% | +19.1% |
| 30D | +6.0% | +31.4% | -25.4% | -3.1% |
| 3M | -10.3% | +48.9% | -59.2% | -21.5% |
| 6M | +24.5% | +20.9% | +3.6% | +16.2% |
| YTD | +12.9% | -17.2% | +30.0% | +16.9% |
| 1Y | +36.7% | -42.8% | +79.5% | +55.5% |
| All | +476.4% | -30.1% | +506.5% | +433.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling