+207.6%
CRWD vs ETHA
-27.9%
+235.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.6% |
| 7D | -3.0% | +3.5% | -6.4% | -3.6% |
| 30D | -6.8% | +35.3% | -42.1% | -12.3% |
| 3M | +19.6% | +50.9% | -31.3% | +9.7% |
| 6M | +87.1% | +22.1% | +65.0% | +77.5% |
| YTD | +76.4% | -14.6% | +91.0% | +77.4% |
| 1Y | +90.8% | -42.8% | +133.6% | +104.5% |
| All | +207.6% | -27.9% | +235.5% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling