-1.9%
CRM vs ETHA
-27.9%
+26.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.5% |
| 7D | -4.4% | +3.5% | -7.9% | -4.9% |
| 30D | +28.1% | +35.3% | -7.2% | +23.2% |
| 3M | +48.8% | +50.9% | -2.0% | +40.7% |
| 6M | +28.3% | +22.1% | +6.1% | +24.1% |
| YTD | -6.0% | -14.6% | +8.6% | -5.5% |
| 1Y | +1.4% | -42.8% | +44.2% | +6.6% |
| All | -1.9% | -27.9% | +26.1% | -6.1% |
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