-40.9%
ETHA vs CNH
+23.4%
-64.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -1.9% |
| 7D | -10.2% | +4.5% | -14.7% | -11.7% |
| 30D | -17.0% | +7.6% | -24.6% | -19.3% |
| 3M | +9.6% | +17.0% | -7.4% | +1.6% |
| 6M | -11.3% | +12.9% | -24.3% | -17.6% |
| YTD | -30.9% | +34.3% | -65.2% | -42.7% |
| 1Y | -42.6% | +28.5% | -71.1% | -51.5% |
| All | -40.9% | +23.4% | -64.3% | -50.4% |
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