+22.3%
CTAS vs ETHA
-44.8%
+67.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | +2.0% | -12.5% | +14.5% | +2.6% |
| 30D | +8.7% | -19.8% | +28.5% | +9.7% |
| 3M | +13.3% | +3.1% | +10.2% | +13.0% |
| 6M | +39.4% | -13.8% | +53.2% | +40.0% |
| YTD | +21.5% | -34.6% | +56.1% | +23.5% |
| 1Y | +21.9% | -38.7% | +60.6% | +24.3% |
| All | +22.3% | -44.8% | +67.2% | +21.2% |
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