-42.7%
ETHA vs CBOE
+29.2%
-71.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +0.8% | -3.6% | +4.4% | +0.7% |
| 30D | +27.9% | +5.1% | +22.8% | +28.0% |
| 3M | +38.3% | +4.6% | +33.7% | +38.6% |
| 6M | +14.0% | -0.3% | +14.2% | +14.1% |
| YTD | -17.4% | +19.8% | -37.2% | -15.8% |
| 1Y | -42.7% | +28.4% | -71.0% | -36.5% |
| All | -42.7% | +29.2% | -71.8% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling