-29.2%
ETHA vs CNH
+39.9%
-69.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.5% |
| 7D | +2.9% | +1.8% | +1.1% | +2.1% |
| 30D | +31.4% | +32.6% | -1.2% | +17.4% |
| 3M | +48.9% | +29.4% | +19.5% | +33.2% |
| 6M | +20.9% | +26.0% | -5.1% | +8.3% |
| YTD | -17.2% | +52.2% | -69.4% | -33.8% |
| 1Y | -42.8% | +23.9% | -66.7% | -48.8% |
| All | -29.2% | +39.9% | -69.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling