-42.7%
ETHA vs CRS
+102.1%
-144.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +27.9% | -16.6% | +44.5% | +33.6% |
| 3M | +38.3% | -3.5% | +41.8% | +36.8% |
| 6M | +14.0% | +15.4% | -1.5% | +5.5% |
| YTD | -17.4% | +51.2% | -68.6% | -28.6% |
| 1Y | -42.7% | +98.3% | -141.0% | -52.2% |
| All | -42.7% | +102.1% | -144.7% | -52.2% |
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