-41.1%
ETHA vs CNH
+21.1%
-62.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +0.9% | -2.8% |
| 7D | -10.3% | +6.4% | -16.7% | -10.9% |
| 30D | -19.7% | -1.6% | -18.0% | -19.4% |
| 3M | +7.2% | +11.6% | -4.4% | +4.5% |
| 6M | -11.9% | +12.5% | -24.5% | -14.0% |
| YTD | -32.3% | +31.1% | -63.4% | -38.3% |
| 1Y | -41.1% | +17.0% | -58.1% | -45.5% |
| All | -41.1% | +21.1% | -62.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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