+2.3%
CDNS vs ETHA
-27.9%
+30.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.7% | +1.0% |
| 7D | -1.1% | +3.5% | -4.6% | -1.8% |
| 30D | -10.4% | +35.3% | -45.8% | -15.4% |
| 3M | -24.6% | +50.9% | -75.5% | -30.3% |
| 6M | -1.6% | +22.1% | -23.7% | -5.9% |
| YTD | -7.4% | -14.6% | +7.2% | -7.1% |
| 1Y | -18.4% | -42.8% | +24.4% | -13.4% |
| All | +2.3% | -27.9% | +30.2% | -2.2% |
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