-29.2%
ETHA vs CASY
+67.7%
-96.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.5% | +0.8% |
| 7D | +2.9% | -16.5% | +19.5% | +4.8% |
| 30D | +31.4% | -26.4% | +57.8% | +35.7% |
| 3M | +48.9% | -17.3% | +66.2% | +49.5% |
| 6M | +20.9% | -5.2% | +26.1% | +16.7% |
| YTD | -17.2% | +14.1% | -31.2% | -24.1% |
| 1Y | -42.8% | +16.6% | -59.4% | -48.3% |
| All | -29.2% | +67.7% | -96.9% | -44.9% |
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