-29.2%
ETHA vs CDW
-36.0%
+6.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.2% |
| 7D | +2.9% | -4.2% | +7.2% | +4.5% |
| 30D | +31.4% | +4.9% | +26.5% | +28.6% |
| 3M | +48.9% | +7.3% | +41.6% | +41.6% |
| 6M | +20.9% | +19.2% | +1.7% | +4.7% |
| YTD | -17.2% | +6.2% | -23.3% | -23.2% |
| 1Y | -42.8% | -14.0% | -28.8% | -37.0% |
| All | -29.2% | -36.0% | +6.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling