-28.7%
ETHA vs CP
+10.9%
-39.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | +2.7% | +2.4% | +0.3% | +1.0% |
| 30D | +29.4% | -0.5% | +29.9% | +29.8% |
| 3M | +47.2% | +1.4% | +45.8% | +44.6% |
| 6M | +25.4% | +10.3% | +15.1% | +13.9% |
| YTD | -16.5% | +24.3% | -40.8% | -32.7% |
| 1Y | -42.3% | +20.4% | -62.8% | -52.1% |
| All | -28.7% | +10.9% | -39.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling