-29.3%
ETHA vs CRL
+20.9%
-50.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | -2.4% | -6.9% | +4.5% | +0.2% |
| 30D | +30.9% | -3.2% | +34.1% | +32.6% |
| 3M | +51.1% | +46.5% | +4.6% | +29.5% |
| 6M | +20.5% | +63.1% | -42.6% | -2.5% |
| YTD | -17.3% | +36.9% | -54.1% | -27.9% |
| 1Y | -43.2% | +78.1% | -121.4% | -55.9% |
| All | -29.3% | +20.9% | -50.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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