-29.4%
ETHA vs CRL
+27.7%
-57.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.0% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | +27.9% | +10.7% | +17.2% | +23.2% |
| 3M | +38.3% | +55.3% | -17.0% | +16.2% |
| 6M | +14.0% | +60.7% | -46.7% | -6.8% |
| YTD | -17.4% | +44.6% | -62.1% | -29.5% |
| 1Y | -42.7% | +77.7% | -120.4% | -55.3% |
| All | -29.4% | +27.7% | -57.1% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling