-27.0%
ETHA vs CBOE
+53.6%
-80.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +2.6% |
| 7D | +3.5% | -5.8% | +9.3% | +1.8% |
| 30D | +35.3% | -3.1% | +38.5% | +34.1% |
| 3M | +50.9% | -4.8% | +55.6% | +48.9% |
| 6M | +22.1% | -0.6% | +22.7% | +25.4% |
| YTD | -14.6% | +12.8% | -27.4% | -4.9% |
| 1Y | -42.8% | +19.8% | -62.6% | -33.2% |
| All | -27.0% | +53.6% | -80.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling