+113.6%
C vs ETN
+126.2%
-12.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.9% |
| 7D | -0.4% | +2.4% | -2.9% | -1.4% |
| 30D | -5.3% | -15.2% | +9.9% | +0.4% |
| 3M | -8.0% | -21.2% | +13.2% | +0.1% |
| 6M | -0.3% | -13.5% | +13.2% | +2.9% |
| YTD | +8.6% | +14.5% | -5.9% | -2.8% |
| 1Y | +25.8% | -0.9% | +26.7% | +20.3% |
| 3Y | +221.2% | +68.6% | +152.6% | +125.4% |
| 5Y | +113.6% | +129.0% | -15.5% | +13.8% |
| All | +113.6% | +126.2% | -12.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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