+45.9%
CSCO vs ETHA
-31.0%
+76.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.2% |
| 7D | -6.1% | +2.1% | -8.2% | -6.2% |
| 30D | -8.2% | -10.7% | +2.5% | -7.4% |
| 3M | -14.6% | +29.0% | -43.5% | -16.3% |
| 6M | +12.7% | +2.7% | +10.0% | +12.1% |
| YTD | +37.0% | -18.7% | +55.6% | +35.9% |
| 1Y | +45.9% | -24.8% | +70.8% | +45.0% |
| All | +45.9% | -31.0% | +76.9% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling