+1,044.0%
C vs ETN
+17,265.7%
-16,221.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.0% |
| 7D | +4.2% | +3.6% | +0.6% | +1.8% |
| 30D | +2.0% | -13.4% | +15.4% | +9.8% |
| 3M | -10.1% | -21.9% | +11.8% | +2.1% |
| 6M | +1.0% | -12.8% | +13.8% | +4.8% |
| YTD | +8.5% | +12.1% | -3.6% | -5.8% |
| 1Y | +25.7% | +0.8% | +24.9% | +16.4% |
| 3Y | +216.0% | +64.5% | +151.5% | +102.1% |
| 5Y | +112.3% | +121.7% | -9.4% | +8.0% |
| 10Y | +217.8% | +542.2% | -324.4% | -17.3% |
| All | +1,044.0% | +17,265.7% | -16,221.7% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling