-40.6%
ETHA vs CART
+51.1%
-91.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.3% | +1.5% | -6.8% | -5.5% |
| 30D | -14.2% | +22.4% | -36.6% | -17.9% |
| 3M | +10.7% | +16.5% | -5.8% | +6.9% |
| 6M | -8.4% | +44.9% | -53.2% | -15.7% |
| YTD | -28.6% | +30.0% | -58.5% | -39.7% |
| All | -40.6% | +51.1% | -91.7% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling