-27.0%
ETHA vs CNI
+5.1%
-32.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.6% |
| 7D | +3.5% | -0.4% | +3.8% | +3.8% |
| 30D | +35.3% | -2.7% | +38.0% | +38.1% |
| 3M | +50.9% | +3.9% | +46.9% | +45.3% |
| 6M | +22.1% | +16.4% | +5.8% | +5.5% |
| YTD | -14.6% | +25.8% | -40.4% | -32.4% |
| 1Y | -42.8% | +32.4% | -75.2% | -57.5% |
| All | -27.0% | +5.1% | -32.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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