-29.3%
ETHA vs CLBK
+49.1%
-78.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -2.4% | -1.4% | -1.1% | -1.7% |
| 30D | +30.9% | +4.5% | +26.4% | +27.4% |
| 3M | +51.1% | +22.8% | +28.4% | +33.2% |
| 6M | +20.5% | +43.4% | -22.9% | -3.7% |
| YTD | -17.3% | +64.1% | -81.4% | -39.9% |
| 1Y | -43.2% | +67.6% | -110.8% | -59.7% |
| All | -29.3% | +49.1% | -78.3% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling