-42.8%
ETHA vs CAPR
+35.4%
-78.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.7% |
| 7D | +2.9% | -12.6% | +15.6% | +3.1% |
| 30D | +31.4% | +124.4% | -93.0% | +29.9% |
| 3M | +48.9% | -66.8% | +115.7% | +49.6% |
| 6M | +20.9% | -71.8% | +92.7% | +21.7% |
| YTD | -17.2% | -70.1% | +52.9% | -16.7% |
| 1Y | -42.8% | +33.3% | -76.1% | -43.3% |
| All | -42.8% | +35.4% | -78.2% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling