-29.6%
CLS vs ETN
-1.0%
-28.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -9.9% | +0.8% | +1.1% |
| 7D | -21.1% | -10.1% | -11.0% | -12.1% |
| 30D | -38.2% | -18.4% | -19.8% | -23.5% |
| 3M | -36.3% | -20.4% | -15.9% | -19.0% |
| 6M | -43.8% | -16.0% | -27.8% | -32.4% |
| YTD | -20.0% | +11.8% | -31.8% | -38.0% |
| 1Y | -29.6% | -5.5% | -24.1% | -22.4% |
| All | -29.6% | -1.0% | -28.6% | -22.4% |
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