-38.7%
ETHA vs CRL
+99.6%
-138.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -12.5% | +0.1% | -12.7% | -12.6% |
| 30D | -19.8% | +11.9% | -31.7% | -22.9% |
| 3M | +3.1% | +20.2% | -17.0% | -3.0% |
| 6M | -13.8% | +107.5% | -121.3% | -32.7% |
| YTD | -34.6% | +69.4% | -104.0% | -43.9% |
| 1Y | -38.7% | +99.7% | -138.4% | -52.5% |
| All | -38.7% | +99.6% | -138.3% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling