+56.2%
CNQ vs ETHA
-27.9%
+84.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.8% |
| 7D | +0.1% | +3.5% | -3.3% | -0.1% |
| 30D | +6.2% | +35.3% | -29.1% | +3.7% |
| 3M | +12.4% | +50.9% | -38.5% | +8.6% |
| 6M | +9.0% | +22.1% | -13.1% | +6.6% |
| YTD | +52.2% | -14.6% | +66.8% | +53.4% |
| 1Y | +65.0% | -42.8% | +107.8% | +72.4% |
| All | +56.2% | -27.9% | +84.2% | +47.1% |
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