-15.3%
CTSH vs ETHA
-27.9%
+12.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.4% | +2.6% |
| 7D | -3.7% | +3.5% | -7.2% | -4.0% |
| 30D | +3.7% | +35.3% | -31.6% | +1.2% |
| 3M | +17.9% | +50.9% | -32.9% | +13.8% |
| 6M | -2.6% | +22.1% | -24.8% | -4.7% |
| YTD | -26.4% | -14.6% | -11.8% | -25.9% |
| 1Y | -13.0% | -42.8% | +29.8% | -9.4% |
| All | -15.3% | -27.9% | +12.6% | -19.6% |
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