-28.7%
ETHA vs CLX
-24.4%
-4.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.1% |
| 7D | +2.7% | -3.5% | +6.2% | +2.8% |
| 30D | +29.4% | -11.9% | +41.2% | +29.8% |
| 3M | +47.2% | -2.6% | +49.8% | +47.4% |
| 6M | +25.4% | -18.2% | +43.5% | +27.4% |
| YTD | -16.5% | -5.9% | -10.6% | -16.1% |
| 1Y | -42.3% | -23.8% | -18.5% | -40.9% |
| All | -28.7% | -24.4% | -4.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CLX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling