+51.4%
CME vs ETHA
-30.2%
+81.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.4% | -2.4% | 0.0% | -2.5% |
| 30D | +6.2% | +30.9% | -24.7% | +7.3% |
| 3M | +4.4% | +51.1% | -46.8% | +6.0% |
| 6M | -9.6% | +20.5% | -30.2% | -8.9% |
| YTD | +3.8% | -17.3% | +21.0% | +3.7% |
| 1Y | +9.5% | -43.2% | +52.8% | +7.9% |
| All | +51.4% | -30.2% | +81.6% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling