+32.0%
CTVA vs ETHA
-31.0%
+63.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +3.0% |
| 7D | +8.2% | +2.1% | +6.1% | +8.1% |
| 30D | -1.0% | -10.7% | +9.6% | -0.8% |
| 3M | +4.6% | +29.0% | -24.4% | +3.6% |
| 6M | +0.5% | +2.7% | -2.2% | +0.4% |
| YTD | +22.7% | -18.7% | +41.4% | +24.2% |
| 1Y | +32.0% | -24.8% | +56.8% | +34.1% |
| All | +32.0% | -31.0% | +63.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling