+147.5%
CSCO vs ETHA
-30.1%
+177.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | 0.0% | +2.9% | -3.0% | -0.3% |
| 30D | -10.7% | +31.4% | -42.1% | -12.8% |
| 3M | -8.7% | +48.9% | -57.6% | -12.0% |
| 6M | +44.9% | +20.9% | +24.0% | +41.9% |
| YTD | +44.1% | -17.2% | +61.3% | +44.6% |
| 1Y | +65.9% | -42.8% | +108.7% | +70.7% |
| All | +147.5% | -30.1% | +177.7% | +139.7% |
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