+78.8%
CVS vs ETHA
-29.6%
+108.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -1.6% | +2.7% | -4.3% | -1.6% |
| 30D | +0.4% | +29.4% | -29.0% | +0.4% |
| 3M | -0.4% | +47.2% | -47.6% | -0.4% |
| 6M | +25.1% | +25.4% | -0.2% | +25.1% |
| YTD | +23.9% | -16.5% | +40.4% | +24.0% |
| 1Y | +41.1% | -42.3% | +83.4% | +42.0% |
| All | +78.8% | -29.6% | +108.4% | +76.9% |
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