-42.8%
ETHA vs CLBK
+68.0%
-110.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +3.5% | -1.5% | +4.9% | +3.9% |
| 30D | +35.3% | -1.0% | +36.3% | +35.6% |
| 3M | +50.9% | +22.9% | +27.9% | +41.6% |
| 6M | +22.1% | +44.2% | -22.1% | +8.7% |
| YTD | -14.6% | +64.0% | -78.5% | -26.1% |
| 1Y | -42.8% | +65.7% | -108.5% | -50.2% |
| All | -42.8% | +68.0% | -110.8% | -50.2% |
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