+127.1%
ETR vs CNH
+11.5%
+115.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.0% |
| 7D | +1.4% | +23.3% | -21.9% | -1.3% |
| 30D | +1.0% | +33.5% | -32.5% | -2.9% |
| 3M | -1.3% | +32.7% | -34.0% | -5.1% |
| 6M | +1.9% | +22.2% | -20.3% | -1.3% |
| YTD | +18.2% | +57.7% | -39.5% | +10.4% |
| 1Y | +24.7% | +28.0% | -3.3% | +19.7% |
| 3Y | +150.7% | +11.5% | +139.1% | +142.1% |
| All | +127.1% | +11.5% | +115.7% | +113.9% |
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 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