+155.0%
ETSY vs CNH
+130.9%
+24.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.8% | -8.1% |
| 7D | -8.5% | +23.3% | -31.8% | -15.0% |
| 30D | -10.9% | +33.5% | -44.3% | -19.7% |
| 3M | +14.1% | +32.7% | -18.6% | +2.5% |
| 6M | +37.5% | +22.2% | +15.3% | +25.5% |
| YTD | +38.0% | +57.7% | -19.7% | +14.4% |
| 1Y | +46.5% | +28.0% | +18.6% | +30.8% |
| 3Y | +2.5% | +11.5% | -9.0% | -6.6% |
| 5Y | -65.3% | +11.9% | -77.1% | -68.8% |
| 10Y | +451.6% | +162.8% | +288.8% | +251.6% |
| All | +155.0% | +130.9% | +24.2% | +50.0% |
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