+160.3%
ETR vs CNH
-6.4%
+166.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.8% | -0.2% |
| 7D | +1.7% | +8.6% | -6.8% | +0.6% |
| 30D | +8.7% | +12.6% | -3.8% | +7.0% |
| 3M | +4.9% | +17.5% | -12.6% | +2.2% |
| 6M | +0.8% | +18.1% | -17.3% | -2.2% |
| YTD | +23.1% | +40.4% | -17.3% | +16.2% |
| 1Y | +17.9% | +34.0% | -16.1% | +11.9% |
| 3Y | +154.5% | +35.3% | +119.2% | +135.9% |
| 5Y | +160.3% | -5.1% | +165.4% | +146.9% |
| All | +160.3% | -6.4% | +166.7% | +146.9% |
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