-29.4%
ETHA vs CASY
+101.5%
-131.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +27.9% | -11.3% | +39.2% | +29.6% |
| 3M | +38.3% | -0.6% | +39.0% | +36.3% |
| 6M | +14.0% | +10.7% | +3.3% | +8.8% |
| YTD | -17.4% | +37.1% | -54.6% | -25.7% |
| 1Y | -42.7% | +52.3% | -95.0% | -50.7% |
| All | -29.4% | +101.5% | -131.0% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling