-37.7%
CPRT vs ETHA
-29.6%
-8.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.4% |
| 7D | +0.4% | +2.7% | -2.3% | +0.2% |
| 30D | +9.9% | +29.4% | -19.5% | +7.9% |
| 3M | +5.6% | +47.2% | -41.5% | +2.8% |
| 6M | -13.6% | +25.4% | -39.0% | -15.3% |
| YTD | -16.7% | -16.5% | -0.2% | -16.3% |
| 1Y | -33.1% | -42.3% | +9.2% | -31.0% |
| All | -37.7% | -29.6% | -8.1% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling