-17.9%
CTSH vs ETHA
-30.1%
+12.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.8% |
| 7D | -8.2% | +2.9% | -11.1% | -8.4% |
| 30D | +0.4% | +31.4% | -31.0% | -1.8% |
| 3M | +10.6% | +48.9% | -38.3% | +6.8% |
| 6M | -8.8% | +20.9% | -29.7% | -10.7% |
| YTD | -28.6% | -17.2% | -11.4% | -27.9% |
| 1Y | -15.9% | -42.8% | +26.9% | -12.5% |
| All | -17.9% | -30.1% | +12.3% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling