-40.2%
ETHA vs CDW
-22.2%
-18.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -14.0% | +2.6% | -16.6% | -14.8% |
| 30D | -17.4% | +20.4% | -37.8% | -22.9% |
| 3M | +10.6% | +28.5% | -17.8% | 0.0% |
| 6M | -11.2% | +70.6% | -81.8% | -32.0% |
| YTD | -30.1% | +29.1% | -59.2% | -39.9% |
| 1Y | -39.6% | +23.8% | -63.4% | -46.3% |
| All | -40.2% | -22.2% | -18.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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