-28.7%
ETHA vs CRS
+286.4%
-315.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.3% |
| 7D | +2.7% | -3.1% | +5.8% | +3.8% |
| 30D | +29.4% | -19.6% | +49.0% | +39.2% |
| 3M | +47.2% | -8.1% | +55.3% | +48.7% |
| 6M | +25.4% | +18.6% | +6.8% | +13.4% |
| YTD | -16.5% | +45.9% | -62.4% | -30.6% |
| 1Y | -42.3% | +82.5% | -124.8% | -56.7% |
| All | -28.7% | +286.4% | -315.0% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling