+373.4%
ETR vs CNH
+107.8%
+265.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.7% |
| 7D | +2.6% | +4.5% | -2.0% | +1.7% |
| 30D | +8.7% | +7.6% | +1.0% | +7.1% |
| 3M | +6.4% | +17.0% | -10.6% | +2.7% |
| 6M | +0.7% | +12.9% | -12.2% | -2.5% |
| YTD | +23.0% | +34.3% | -11.2% | +14.9% |
| 1Y | +17.9% | +28.5% | -10.6% | +10.8% |
| 3Y | +154.9% | +31.9% | +123.1% | +132.5% |
| 5Y | +157.3% | -9.6% | +166.9% | +147.0% |
| 10Y | +373.4% | +106.3% | +267.1% | +254.9% |
| All | +373.4% | +107.8% | +265.5% | +254.9% |
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