-24.8%
ETHA vs CRS
-3.8%
-21.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.1% |
| 7D | +2.1% | +4.3% | -2.2% | +1.1% |
| 30D | -10.7% | -25.5% | +14.8% | -4.9% |
| 3M | +29.0% | -48.7% | +77.7% | +50.5% |
| 6M | +2.7% | -31.6% | +34.3% | +6.1% |
| YTD | -18.7% | -7.0% | -11.6% | -24.1% |
| 1Y | -24.8% | -4.5% | -20.3% | -30.4% |
| All | -24.8% | -3.8% | -21.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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