-29.2%
ETHA vs CPB
-47.4%
+18.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +2.9% | -8.0% | +10.9% | +1.8% |
| 30D | +31.4% | -2.4% | +33.8% | +31.0% |
| 3M | +48.9% | +0.5% | +48.3% | +49.7% |
| 6M | +20.9% | -10.5% | +31.3% | +20.1% |
| YTD | -17.2% | -17.5% | +0.4% | -18.1% |
| 1Y | -42.8% | -31.0% | -11.8% | -43.2% |
| All | -29.2% | -47.4% | +18.2% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling