-42.1%
ETHA vs CDW
-22.3%
-19.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | -10.3% | +9.1% | -19.4% | -13.1% |
| 30D | -19.7% | +13.7% | -33.4% | -23.4% |
| 3M | +7.2% | +27.0% | -19.8% | -2.7% |
| 6M | -11.9% | +75.9% | -87.8% | -33.7% |
| YTD | -32.3% | +28.9% | -61.2% | -41.8% |
| 1Y | -41.1% | +19.6% | -60.8% | -46.1% |
| All | -42.1% | -22.3% | -19.8% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling