+51.8%
CME vs ETHA
-30.1%
+81.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.6% | +2.9% | -3.6% | -0.5% |
| 30D | +4.7% | +31.4% | -26.7% | +5.8% |
| 3M | +7.8% | +48.9% | -41.0% | +9.5% |
| 6M | -11.0% | +20.9% | -31.9% | -10.2% |
| YTD | +4.0% | -17.2% | +21.2% | +3.9% |
| 1Y | +9.1% | -42.8% | +51.9% | +7.6% |
| All | +51.8% | -30.1% | +81.9% | +56.2% |
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 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