+51.6%
CSX vs ETHA
-30.3%
+82.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | -3.4% | +0.8% | -4.2% | -3.5% |
| 30D | -3.1% | +27.9% | -31.0% | -4.9% |
| 3M | +7.2% | +38.3% | -31.1% | +4.3% |
| 6M | +16.2% | +14.0% | +2.2% | +14.5% |
| YTD | +37.5% | -17.4% | +55.0% | +38.6% |
| 1Y | +53.2% | -42.7% | +95.9% | +58.5% |
| All | +51.6% | -30.3% | +82.0% | +44.4% |
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