+34.0%
CDE vs ETN
+18.3%
+15.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -1.6% |
| 7D | -3.1% | +3.5% | -6.6% | -5.6% |
| 30D | +9.5% | -7.5% | +17.0% | +15.6% |
| 3M | +25.5% | +8.3% | +17.2% | +15.5% |
| 6M | -7.9% | +20.2% | -28.1% | -22.4% |
| YTD | +15.6% | +34.7% | -19.1% | -8.8% |
| 1Y | +34.0% | +19.4% | +14.6% | +13.3% |
| All | +34.0% | +18.3% | +15.8% | +13.3% |
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