-36.1%
ETHA vs CART
+63.3%
-99.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | -0.2% | +3.0% | -3.1% | -0.8% |
| 30D | -13.4% | +28.6% | -41.9% | -19.2% |
| 3M | +16.5% | +29.1% | -12.6% | +8.2% |
| 6M | -5.3% | +44.7% | -50.0% | -15.2% |
| YTD | -25.2% | +29.2% | -54.4% | -31.8% |
| 1Y | -32.9% | +66.2% | -99.0% | -43.3% |
| All | -36.1% | +63.3% | -99.3% | -51.9% |
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 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