+1.5%
ETHA vs CAI
-9.9%
+11.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.0% |
| 7D | +3.5% | -2.9% | +6.4% | +4.0% |
| 30D | +35.3% | +9.3% | +26.0% | +33.2% |
| 3M | +50.9% | +35.2% | +15.6% | +43.0% |
| 6M | +22.1% | +30.7% | -8.6% | +14.9% |
| YTD | -14.6% | -9.8% | -4.8% | -14.8% |
| 1Y | -42.8% | -28.9% | -13.9% | -41.3% |
| All | +1.5% | -9.9% | +11.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling