-40.2%
ETHA vs CASY
+90.5%
-130.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.1% |
| 7D | -14.0% | +5.8% | -19.8% | -14.4% |
| 30D | -17.4% | +10.7% | -28.1% | -18.2% |
| 3M | +10.6% | -13.9% | +24.5% | +12.4% |
| 6M | -11.2% | -18.4% | +7.2% | -8.5% |
| YTD | -30.1% | +29.6% | -59.7% | -36.7% |
| 1Y | -39.6% | +32.8% | -72.5% | -46.1% |
| All | -40.2% | +90.5% | -130.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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