+37.7%
COP vs ETHA
-44.8%
+82.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.7% |
| 7D | +4.4% | -12.5% | +16.9% | +4.9% |
| 30D | 0.0% | -19.8% | +19.8% | +0.7% |
| 3M | +15.0% | +3.1% | +11.9% | +14.4% |
| 6M | +22.0% | -13.8% | +35.8% | +22.3% |
| YTD | +55.3% | -34.6% | +89.9% | +58.2% |
| 1Y | +64.1% | -38.7% | +102.8% | +67.6% |
| All | +37.7% | -44.8% | +82.5% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling