+416.1%
ETSY vs CNH
+157.1%
+259.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.6% |
| 7D | -12.7% | -2.5% | -10.3% | -12.1% |
| 30D | -9.9% | +27.0% | -36.9% | -17.8% |
| 3M | +4.2% | +32.6% | -28.5% | -6.8% |
| 6M | +34.2% | +23.6% | +10.6% | +21.4% |
| YTD | +29.1% | +47.8% | -18.7% | +8.7% |
| 1Y | +23.8% | +21.3% | +2.5% | +12.0% |
| 3Y | +6.6% | +7.0% | -0.3% | -1.9% |
| 5Y | -67.0% | +10.2% | -77.2% | -70.3% |
| All | +416.1% | +157.1% | +259.1% | +211.1% |
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