-29.3%
ETHA vs COPX
+119.8%
-149.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +4.3% |
| 7D | -2.4% | -2.9% | +0.5% | -1.0% |
| 30D | +30.9% | 0.0% | +30.9% | +30.5% |
| 3M | +51.1% | +14.8% | +36.3% | +37.4% |
| 6M | +20.5% | +7.0% | +13.5% | +13.0% |
| YTD | -17.3% | +23.8% | -41.1% | -30.8% |
| 1Y | -43.2% | +75.7% | -118.9% | -62.9% |
| All | -29.3% | +119.8% | -149.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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