+210.7%
CRWD vs ETHA
-30.2%
+240.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -5.9% | +30.9% | -36.8% | -10.9% |
| 3M | +29.0% | +51.1% | -22.2% | +18.3% |
| 6M | +91.5% | +20.5% | +71.0% | +82.1% |
| YTD | +78.2% | -17.3% | +95.5% | +80.4% |
| 1Y | +96.6% | -43.2% | +139.9% | +111.2% |
| All | +210.7% | -30.2% | +240.9% | +191.3% |
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 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