-24.8%
ETHA vs CPB
-18.4%
-6.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.9% | -0.2% | +7.5% |
| 7D | +2.1% | +13.0% | -10.8% | +6.3% |
| 30D | -10.7% | +20.5% | -31.2% | -4.6% |
| 3M | +29.0% | +2.2% | +26.8% | +30.6% |
| 6M | +2.7% | +15.4% | -12.7% | +11.7% |
| YTD | -18.7% | -12.3% | -6.3% | -23.7% |
| 1Y | -24.8% | -18.0% | -6.9% | -32.9% |
| All | -24.8% | -18.4% | -6.4% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling