-40.2%
ETHA vs CART
+65.4%
-105.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -14.0% | -0.6% | -13.4% | -13.9% |
| 30D | -17.4% | +23.1% | -40.4% | -22.0% |
| 3M | +10.6% | +19.2% | -8.6% | +5.2% |
| 6M | -11.2% | +45.7% | -56.9% | -20.6% |
| YTD | -30.1% | +30.9% | -60.9% | -36.4% |
| 1Y | -39.6% | +50.2% | -89.8% | -47.4% |
| All | -40.2% | +65.4% | -105.6% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling