+62.8%
CNQ vs ETHA
-31.0%
+93.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.7% | -13.1% | -7.2% |
| 7D | -9.4% | +2.1% | -11.6% | -9.3% |
| 30D | +2.8% | -10.7% | +13.4% | +2.7% |
| 3M | +8.5% | +29.0% | -20.5% | +8.6% |
| 6M | +6.4% | +2.7% | +3.7% | +6.4% |
| YTD | +50.9% | -18.7% | +69.6% | +53.1% |
| 1Y | +62.8% | -24.8% | +87.7% | +65.4% |
| All | +62.8% | -31.0% | +93.8% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling