+8.7%
CTAS vs ETHA
-27.9%
+36.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.4% |
| 7D | +0.5% | +3.5% | -2.9% | +0.4% |
| 30D | -0.7% | +35.3% | -36.0% | -2.0% |
| 3M | +11.1% | +50.9% | -39.8% | +9.0% |
| 6M | +2.1% | +22.1% | -20.0% | +1.0% |
| YTD | +8.0% | -14.6% | +22.5% | +8.6% |
| 1Y | -0.5% | -42.8% | +42.3% | +2.6% |
| All | +8.7% | -27.9% | +36.7% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling