-67.1%
ETSY vs CNH
+12.3%
-79.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.1% |
| 7D | -12.9% | +1.8% | -14.7% | -13.6% |
| 30D | -11.5% | +32.6% | -44.1% | -21.2% |
| 3M | +3.5% | +29.4% | -25.9% | -7.5% |
| 6M | +27.6% | +26.0% | +1.6% | +13.6% |
| YTD | +28.4% | +52.2% | -23.8% | +4.2% |
| 1Y | +27.1% | +23.9% | +3.2% | +12.9% |
| 3Y | +6.0% | +10.1% | -4.1% | -4.3% |
| 5Y | -67.1% | +13.2% | -80.3% | -71.1% |
| All | -67.1% | +12.3% | -79.4% | -71.1% |
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 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