+45.7%
COR vs ETHA
-30.2%
+75.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.8% | -2.4% | -2.4% | -4.9% |
| 30D | -3.7% | +30.9% | -34.6% | -2.9% |
| 3M | +14.3% | +51.1% | -36.8% | +15.7% |
| 6M | -8.5% | +20.5% | -29.0% | -7.7% |
| YTD | -4.4% | -17.3% | +12.8% | -4.4% |
| 1Y | +9.1% | -43.2% | +52.4% | +8.2% |
| All | +45.7% | -30.2% | +75.9% | +47.6% |
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