-27.0%
ETHA vs CPB
-49.5%
+22.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.3% |
| 7D | +3.5% | -1.8% | +5.2% | +3.2% |
| 30D | +35.3% | -7.1% | +42.4% | +34.0% |
| 3M | +50.9% | -6.0% | +56.9% | +50.1% |
| 6M | +22.1% | -5.3% | +27.4% | +22.4% |
| YTD | -14.6% | -20.8% | +6.3% | -16.0% |
| 1Y | -42.8% | -33.8% | -8.9% | -43.5% |
| All | -27.0% | -49.5% | +22.5% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling