-42.1%
ETHA vs CART
+64.3%
-106.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | -10.3% | +1.2% | -11.5% | -10.6% |
| 30D | -19.7% | +17.8% | -37.4% | -23.2% |
| 3M | +7.2% | +20.7% | -13.5% | +1.6% |
| 6M | -11.9% | +49.7% | -61.7% | -21.8% |
| YTD | -32.3% | +30.0% | -62.3% | -38.4% |
| 1Y | -41.1% | +48.4% | -89.5% | -48.5% |
| All | -42.1% | +64.3% | -106.4% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling