-40.2%
ETHA vs CPB
-45.6%
+5.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.0% |
| 7D | -14.0% | -4.1% | -9.9% | -14.6% |
| 30D | -17.4% | +16.9% | -34.3% | -15.0% |
| 3M | +10.6% | -0.6% | +11.2% | +11.2% |
| 6M | -11.2% | +11.4% | -22.6% | -8.5% |
| YTD | -30.1% | -14.8% | -15.2% | -30.1% |
| 1Y | -39.6% | -24.8% | -14.9% | -39.7% |
| All | -40.2% | -45.6% | +5.4% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling