-28.3%
CPNG vs ETHA
-30.1%
+1.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -7.6% | +2.9% | -10.5% | -8.0% |
| 30D | -8.8% | +31.4% | -40.2% | -12.7% |
| 3M | -7.2% | +48.9% | -56.1% | -13.0% |
| 6M | -21.5% | +20.9% | -42.4% | -24.1% |
| YTD | -37.4% | -17.2% | -20.3% | -37.5% |
| 1Y | -54.3% | -42.8% | -11.6% | -53.2% |
| All | -28.3% | -30.1% | +1.8% | -30.4% |
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