-39.2%
ETHA vs CF
+51.6%
-90.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.4% |
| 7D | -14.0% | +10.4% | -24.4% | -12.3% |
| 30D | -17.4% | +7.6% | -24.9% | -16.0% |
| 3M | +10.6% | +5.2% | +5.5% | +11.8% |
| 6M | -11.2% | -0.1% | -11.1% | -10.4% |
| YTD | -30.1% | +61.7% | -91.7% | -41.2% |
| All | -39.2% | +51.6% | -90.8% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling