-44.1%
ETHA vs CF
+85.8%
-129.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.3% |
| 7D | -12.5% | +4.8% | -17.3% | -12.5% |
| 30D | -19.8% | +4.7% | -24.5% | -19.7% |
| 3M | +3.1% | +7.4% | -4.3% | +2.9% |
| 6M | -13.8% | +0.6% | -14.4% | -13.7% |
| YTD | -34.6% | +64.1% | -98.7% | -43.2% |
| 1Y | -38.7% | +51.4% | -90.1% | -45.7% |
| All | -44.1% | +85.8% | -129.9% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling