+291.1%
ETR vs CNH
+152.9%
+138.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.7% | +2.1% |
| 7D | +1.4% | +8.8% | -7.4% | -0.2% |
| 30D | +1.9% | +24.7% | -22.8% | -2.3% |
| 3M | +1.0% | +27.3% | -26.4% | -3.8% |
| 6M | +4.8% | +23.2% | -18.3% | +0.1% |
| YTD | +19.5% | +48.9% | -29.4% | +10.0% |
| 1Y | +28.1% | +19.4% | +8.7% | +22.4% |
| 3Y | +151.1% | +7.8% | +143.4% | +139.9% |
| 5Y | +125.2% | +8.7% | +116.4% | +109.1% |
| 10Y | +291.1% | +149.5% | +141.6% | +175.0% |
| All | +291.1% | +152.9% | +138.2% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling