+74.3%
CME vs ETHA
-42.9%
+117.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.2% |
| 7D | +2.7% | -10.3% | +13.0% | +2.3% |
| 30D | +13.5% | -19.7% | +33.1% | +12.7% |
| 3M | +20.9% | +7.2% | +13.7% | +21.4% |
| 6M | +11.5% | -11.9% | +23.5% | +11.3% |
| YTD | +19.5% | -32.3% | +51.8% | +18.6% |
| 1Y | +17.2% | -41.1% | +58.4% | +15.8% |
| All | +74.3% | -42.9% | +117.2% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling