+19.6%
CME vs ETHA
-31.0%
+50.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.5% |
| 7D | +4.8% | +2.1% | +2.7% | +4.9% |
| 30D | +14.2% | -10.7% | +24.8% | +14.1% |
| 3M | +17.9% | +29.0% | -11.0% | +18.6% |
| 6M | +7.2% | +2.7% | +4.6% | +7.4% |
| YTD | +16.7% | -18.7% | +35.4% | +18.7% |
| 1Y | +19.6% | -24.8% | +44.4% | +21.4% |
| All | +19.6% | -31.0% | +50.5% | +21.4% |
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