+49.6%
CVX vs ETHA
-29.6%
+79.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -0.6% | +2.7% | -3.3% | -0.7% |
| 30D | +13.4% | +29.4% | -15.9% | +12.3% |
| 3M | +11.8% | +47.2% | -35.3% | +10.1% |
| 6M | +12.4% | +25.4% | -12.9% | +11.0% |
| YTD | +41.5% | -16.5% | +58.0% | +42.9% |
| 1Y | +41.6% | -42.3% | +83.9% | +45.8% |
| All | +49.6% | -29.6% | +79.2% | +43.9% |
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