-41.2%
CPRT vs ETHA
-30.2%
-11.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -8.4% | -2.4% | -6.0% | -8.3% |
| 30D | +4.6% | +30.9% | -26.3% | +2.6% |
| 3M | -1.9% | +51.1% | -53.1% | -4.8% |
| 6M | -15.3% | +20.5% | -35.8% | -16.7% |
| YTD | -21.5% | -17.3% | -4.2% | -21.0% |
| 1Y | -36.6% | -43.2% | +6.6% | -34.6% |
| All | -41.2% | -30.2% | -11.0% | -43.6% |
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 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