+51.7%
CVX vs ETHA
-30.2%
+81.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.7% | -2.4% | +3.1% | +0.8% |
| 30D | +9.1% | +30.9% | -21.8% | +8.0% |
| 3M | +13.1% | +51.1% | -38.1% | +11.2% |
| 6M | +16.3% | +20.5% | -4.3% | +15.1% |
| YTD | +43.5% | -17.3% | +60.7% | +44.9% |
| 1Y | +40.2% | -43.2% | +83.4% | +44.4% |
| All | +51.7% | -30.2% | +81.9% | +46.0% |
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