-28.7%
ETHA vs CF
+99.5%
-128.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | +29.4% | +18.1% | +11.3% | +28.3% |
| 3M | +47.2% | +23.4% | +23.8% | +45.3% |
| 6M | +25.4% | +17.1% | +8.3% | +21.0% |
| YTD | -16.5% | +76.2% | -92.8% | -27.9% |
| 1Y | -42.3% | +62.3% | -104.6% | -49.0% |
| All | -28.7% | +99.5% | -128.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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