+1,163.5%
C vs ETN
+20,051.4%
-18,887.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -2.5% |
| 7D | +3.6% | +2.0% | +1.6% | +2.2% |
| 30D | +0.1% | -7.9% | +8.0% | +5.0% |
| 3M | +2.4% | -1.6% | +4.0% | +1.2% |
| 6M | +24.9% | +16.9% | +8.1% | +9.3% |
| YTD | +19.8% | +30.1% | -10.3% | -2.9% |
| 1Y | +44.9% | +19.3% | +25.6% | +22.8% |
| 3Y | +263.0% | +82.5% | +180.5% | +121.3% |
| 5Y | +129.5% | +166.8% | -37.3% | +5.9% |
| 10Y | +291.6% | +649.7% | -358.1% | -5.7% |
| All | +1,163.5% | +20,051.4% | -18,887.9% | -29.0% |
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