-28.7%
ETHA vs CLBK
+50.2%
-78.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +2.7% | +1.1% | +1.6% | +2.0% |
| 30D | +29.4% | +7.8% | +21.6% | +23.7% |
| 3M | +47.2% | +23.9% | +23.3% | +29.1% |
| 6M | +25.4% | +42.3% | -16.9% | +0.7% |
| YTD | -16.5% | +65.4% | -81.9% | -39.6% |
| 1Y | -42.3% | +70.3% | -112.7% | -59.5% |
| All | -28.7% | +50.2% | -78.9% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling