+194.5%
ETSY vs CNH
+100.3%
+94.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +1.5% |
| 7D | -8.2% | +6.7% | -14.9% | -10.4% |
| 30D | +14.8% | +7.2% | +7.6% | +11.8% |
| 3M | +11.2% | +17.5% | -6.3% | +3.7% |
| 6M | +47.6% | +15.0% | +32.6% | +37.6% |
| YTD | +59.4% | +36.8% | +22.6% | +37.5% |
| 1Y | +38.6% | +27.6% | +11.0% | +22.5% |
| 3Y | +39.7% | +34.3% | +5.4% | +18.3% |
| 5Y | -65.1% | -12.2% | -52.9% | -66.3% |
| 10Y | +653.8% | +113.9% | +540.0% | +409.5% |
| All | +194.5% | +100.3% | +94.2% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling