+196.7%
ETSY vs CNH
+91.0%
+105.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.0% | +3.0% | -4.1% | -2.3% |
| 30D | +7.3% | -0.6% | +7.9% | +7.1% |
| 3M | +10.3% | +14.6% | -4.3% | +3.7% |
| 6M | +55.1% | +11.8% | +43.3% | +45.7% |
| YTD | +60.5% | +30.4% | +30.1% | +40.6% |
| 1Y | +52.2% | +19.1% | +33.1% | +37.6% |
| 3Y | +40.8% | +30.2% | +10.6% | +20.4% |
| 5Y | -67.3% | -17.8% | -49.5% | -67.8% |
| 10Y | +659.4% | +103.9% | +555.5% | +421.1% |
| All | +196.7% | +91.0% | +105.7% | +84.4% |
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