+57.8%
CTVA vs ETHA
-27.9%
+85.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.9% |
| 7D | -4.5% | +3.5% | -8.0% | -4.7% |
| 30D | +11.3% | +35.3% | -24.0% | +9.1% |
| 3M | +12.3% | +50.9% | -38.6% | +9.2% |
| 6M | +7.2% | +22.1% | -14.9% | +5.4% |
| YTD | +26.0% | -14.6% | +40.6% | +26.7% |
| 1Y | +16.0% | -42.8% | +58.8% | +19.9% |
| All | +57.8% | -27.9% | +85.7% | +51.0% |
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