-28.7%
ETHA vs CART
+34.8%
-63.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +2.7% |
| 7D | +2.7% | -4.1% | +6.8% | +3.7% |
| 30D | +29.4% | -4.3% | +33.7% | +30.7% |
| 3M | +47.2% | +13.1% | +34.0% | +41.5% |
| 6M | +25.4% | +26.0% | -0.6% | +16.1% |
| YTD | -16.5% | +6.7% | -23.3% | -19.7% |
| 1Y | -42.3% | +6.3% | -48.6% | -44.9% |
| All | -28.7% | +34.8% | -63.5% | -43.3% |
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