+50.7%
CSX vs ETHA
-36.9%
+87.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | +4.9% | -13.4% | +18.3% | +5.9% |
| 3M | -2.9% | +16.5% | -19.4% | -4.2% |
| 6M | +8.3% | -5.3% | +13.7% | +8.3% |
| YTD | +36.7% | -25.2% | +61.9% | +38.5% |
| 1Y | +41.5% | -32.9% | +74.4% | +44.3% |
| All | +50.7% | -36.9% | +87.6% | +44.3% |
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 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