+0.4%
CDNS vs ETHA
-29.6%
+30.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -9.2% | +2.7% | -11.9% | -9.7% |
| 30D | -16.3% | +29.4% | -45.6% | -20.2% |
| 3M | -27.9% | +47.2% | -75.1% | -33.1% |
| 6M | -4.3% | +25.4% | -29.7% | -8.9% |
| YTD | -9.1% | -16.5% | +7.4% | -8.4% |
| 1Y | -21.2% | -42.3% | +21.1% | -16.4% |
| All | +0.4% | -29.6% | +30.0% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling