+14.1%
CDNS vs ETHA
-44.8%
+59.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.5% |
| 7D | +1.0% | -12.5% | +13.5% | +3.4% |
| 30D | -2.0% | -19.8% | +17.8% | +2.1% |
| 3M | -0.2% | +3.1% | -3.4% | -1.0% |
| 6M | -8.9% | -13.8% | +4.9% | -7.2% |
| YTD | +3.3% | -34.6% | +37.9% | +8.8% |
| 1Y | +2.2% | -38.7% | +40.9% | +8.3% |
| All | +14.1% | -44.8% | +59.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 5y: compounded portfolio wealth divided by compounded ETHA 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…
5y analysis · Full analysis span regression · 6 months rolling