+9.8%
ETSY vs CNH
+9.4%
+0.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.8% |
| 7D | -12.9% | +1.8% | -14.7% | -13.4% |
| 30D | -11.5% | +32.6% | -44.1% | -18.6% |
| 3M | +3.5% | +29.4% | -25.9% | -4.5% |
| 6M | +27.6% | +26.0% | +1.6% | +17.7% |
| YTD | +28.4% | +52.2% | -23.8% | +9.6% |
| 1Y | +27.1% | +23.9% | +3.2% | +16.8% |
| All | +9.8% | +9.4% | +0.4% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling