-40.9%
ETHA vs CDW
-23.9%
-17.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -4.3% |
| 7D | -10.2% | +13.1% | -23.3% | -14.1% |
| 30D | -17.0% | +19.1% | -36.1% | -22.2% |
| 3M | +9.6% | +24.7% | -15.1% | +0.1% |
| 6M | -11.3% | +63.4% | -74.7% | -30.8% |
| YTD | -30.9% | +26.3% | -57.2% | -40.2% |
| 1Y | -42.6% | +20.6% | -63.1% | -48.3% |
| All | -40.9% | -23.9% | -17.1% | -27.7% |
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