-40.6%
ETHA vs CVE
+59.0%
-99.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.5% |
| 7D | -5.3% | -10.1% | +4.8% | -4.9% |
| 30D | -14.2% | -12.1% | -2.1% | -13.7% |
| 3M | +10.7% | -1.9% | +12.6% | +9.2% |
| 6M | -8.4% | -1.8% | -6.5% | -9.9% |
| YTD | -28.6% | +65.8% | -94.4% | -47.6% |
| All | -40.6% | +59.0% | -99.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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