-44.1%
ETHA vs CPB
-44.5%
+0.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -2.8% |
| 7D | -12.5% | -1.6% | -11.0% | -12.7% |
| 30D | -19.8% | +19.2% | -39.0% | -17.3% |
| 3M | +3.1% | -0.9% | +4.1% | +3.6% |
| 6M | -13.8% | +15.2% | -29.0% | -10.7% |
| YTD | -34.6% | -13.1% | -21.5% | -34.4% |
| 1Y | -38.7% | -22.4% | -16.3% | -38.6% |
| All | -44.1% | -44.5% | +0.4% | -51.8% |
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