+46.4%
CNP vs ETHA
-30.1%
+76.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.9% |
| 7D | +0.7% | +2.9% | -2.3% | +0.6% |
| 30D | -0.1% | +31.4% | -31.5% | -0.3% |
| 3M | -5.6% | +48.9% | -54.5% | -6.0% |
| 6M | -7.5% | +20.9% | -28.4% | -7.6% |
| YTD | +5.5% | -17.2% | +22.7% | +5.8% |
| 1Y | +8.3% | -42.8% | +51.1% | +9.1% |
| All | +46.4% | -30.1% | +76.6% | +50.6% |
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 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