+29.9%
COP vs ETHA
-30.3%
+60.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -1.0% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | +17.5% | +27.9% | -10.4% | +16.1% |
| 3M | +13.4% | +38.3% | -25.0% | +11.4% |
| 6M | +17.7% | +14.0% | +3.8% | +16.6% |
| YTD | +46.6% | -17.4% | +64.0% | +48.2% |
| 1Y | +44.6% | -42.7% | +87.3% | +49.3% |
| All | +29.9% | -30.3% | +60.3% | +23.9% |
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 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