-29.3%
ETHA vs CP
+8.1%
-37.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -0.5% |
| 30D | +30.9% | -3.4% | +34.2% | +34.1% |
| 3M | +51.1% | -0.6% | +51.8% | +50.6% |
| 6M | +20.5% | +6.3% | +14.2% | +12.6% |
| YTD | -17.3% | +21.2% | -38.4% | -32.1% |
| 1Y | -43.2% | +20.0% | -63.3% | -53.1% |
| All | -29.3% | +8.1% | -37.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling