+10.5%
CRH vs ETHA
-27.9%
+38.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.5% |
| 7D | -6.1% | +3.5% | -9.5% | -6.5% |
| 30D | -9.3% | +35.3% | -44.6% | -13.5% |
| 3M | -15.2% | +50.9% | -66.1% | -20.6% |
| 6M | -14.2% | +22.1% | -36.3% | -17.3% |
| YTD | -28.3% | -14.6% | -13.7% | -27.8% |
| 1Y | -21.8% | -42.8% | +21.0% | -16.8% |
| All | +10.5% | -27.9% | +38.5% | +6.9% |
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