+5.6%
CDE vs ETN
-1.0%
+6.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -9.9% | +18.6% | +14.7% |
| 7D | +1.1% | -10.1% | +11.2% | +6.8% |
| 30D | -14.5% | -18.4% | +3.9% | -3.4% |
| 3M | -10.1% | -20.4% | +10.4% | +3.1% |
| 6M | -16.9% | -16.0% | -0.9% | -9.3% |
| YTD | -18.1% | +11.8% | -29.9% | -26.1% |
| 1Y | +5.6% | -5.5% | +11.1% | +8.3% |
| All | +5.6% | -1.0% | +6.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling