-28.7%
ETHA vs CNH
+36.9%
-65.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +3.1% |
| 7D | +2.7% | +8.8% | -6.1% | -0.8% |
| 30D | +29.4% | +24.7% | +4.7% | +18.2% |
| 3M | +47.2% | +27.3% | +19.8% | +32.4% |
| 6M | +25.4% | +23.2% | +2.2% | +13.2% |
| YTD | -16.5% | +48.9% | -65.5% | -32.8% |
| 1Y | -42.3% | +19.4% | -61.7% | -47.5% |
| All | -28.7% | +36.9% | -65.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling