-24.8%
ETHA vs CLBK
+65.7%
-90.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.6% |
| 7D | +2.1% | +4.6% | -2.5% | +1.4% |
| 30D | -10.7% | -1.5% | -9.2% | -10.3% |
| 3M | +29.0% | +4.4% | +24.6% | +27.7% |
| 6M | +2.7% | +31.7% | -29.0% | -3.5% |
| YTD | -18.7% | +58.7% | -77.4% | -24.1% |
| 1Y | -24.8% | +64.9% | -89.7% | -34.2% |
| All | -24.8% | +65.7% | -90.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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