-15.6%
CMCSA vs ETHA
-42.6%
+27.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.1% |
| 7D | -4.9% | +3.5% | -8.3% | -4.9% |
| 30D | -1.1% | +35.3% | -36.4% | -0.9% |
| 3M | +6.6% | +50.9% | -44.3% | +6.8% |
| 6M | -15.5% | +22.1% | -37.6% | -15.3% |
| YTD | -6.7% | -14.6% | +7.9% | -6.3% |
| 1Y | -15.6% | -42.8% | +27.2% | -12.3% |
| All | -15.6% | -42.6% | +27.0% | -12.3% |
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 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