-3.4%
CPRT vs ETHA
-14.7%
+11.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | -0.4% | -12.5% | +12.2% | +0.1% |
| 30D | +21.2% | -19.8% | +41.0% | +22.0% |
| 3M | +8.3% | +3.1% | +5.2% | +6.9% |
| 6M | -3.4% | -13.8% | +10.4% | -4.3% |
| All | -3.4% | -14.7% | +11.3% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling