-29.2%
ETHA vs CRL
+23.2%
-52.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | +2.9% | -4.6% | +7.5% | +4.7% |
| 30D | +31.4% | +0.5% | +30.9% | +31.3% |
| 3M | +48.9% | +46.6% | +2.3% | +27.6% |
| 6M | +20.9% | +57.3% | -36.4% | -0.6% |
| YTD | -17.2% | +39.5% | -56.7% | -28.3% |
| 1Y | -42.8% | +76.9% | -119.7% | -55.4% |
| All | -29.2% | +23.2% | -52.4% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling