-27.0%
ETHA vs CLBK
+48.9%
-75.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +3.5% | -1.5% | +4.9% | +4.3% |
| 30D | +35.3% | -1.0% | +36.3% | +36.0% |
| 3M | +50.9% | +22.9% | +27.9% | +32.9% |
| 6M | +22.1% | +44.2% | -22.1% | -2.7% |
| YTD | -14.6% | +64.0% | -78.5% | -37.9% |
| 1Y | -42.8% | +65.7% | -108.5% | -59.0% |
| All | -27.0% | +48.9% | -75.9% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling