-40.2%
ETHA vs CNH
+25.7%
-65.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +0.6% |
| 7D | -14.0% | +6.7% | -20.7% | -16.0% |
| 30D | -17.4% | +7.2% | -24.6% | -19.5% |
| 3M | +10.6% | +17.5% | -6.9% | +2.5% |
| 6M | -11.2% | +15.0% | -26.2% | -17.9% |
| YTD | -30.1% | +36.8% | -66.8% | -42.4% |
| 1Y | -39.6% | +27.6% | -67.3% | -48.5% |
| All | -40.2% | +25.7% | -65.9% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling