+59.4%
CTVA vs ETHA
-30.1%
+89.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -5.8% | +2.9% | -8.7% | -6.0% |
| 30D | +11.1% | +31.4% | -20.3% | +9.0% |
| 3M | +13.2% | +48.9% | -35.7% | +10.1% |
| 6M | +8.7% | +20.9% | -12.2% | +7.0% |
| YTD | +27.3% | -17.2% | +44.4% | +28.2% |
| 1Y | +18.0% | -42.8% | +60.8% | +21.9% |
| All | +59.4% | -30.1% | +89.5% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling