+51.1%
CSX vs ETHA
-43.4%
+94.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.6% |
| 7D | +6.0% | -12.5% | +18.5% | +6.4% |
| 30D | +7.8% | -19.8% | +27.6% | +8.5% |
| 3M | +4.1% | +3.1% | +1.0% | +3.5% |
| 6M | +17.9% | -13.8% | +31.7% | +18.4% |
| YTD | +44.9% | -34.6% | +79.5% | +47.8% |
| 1Y | +51.1% | -38.7% | +89.9% | +55.0% |
| All | +51.1% | -43.4% | +94.5% | +55.0% |
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