-38.9%
ETHA vs CF
+77.2%
-116.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -5.3% | -0.9% | -4.4% | -5.2% |
| 30D | -14.2% | +6.9% | -21.1% | -14.2% |
| 3M | +10.7% | +4.8% | +5.9% | +10.3% |
| 6M | -8.4% | +4.7% | -13.0% | -9.0% |
| YTD | -28.6% | +56.5% | -85.1% | -38.1% |
| 1Y | -38.8% | +48.4% | -87.3% | -46.2% |
| All | -38.9% | +77.2% | -116.1% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling