+1,284.2%
CLS vs ETN
+82.3%
+1,201.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +3.0% |
| 7D | +20.1% | +6.2% | +13.9% | +12.0% |
| 30D | +6.0% | -6.7% | +12.7% | +14.8% |
| 3M | -10.3% | +3.6% | -13.9% | -16.3% |
| 6M | +24.5% | +18.3% | +6.2% | -1.1% |
| YTD | +12.9% | +31.5% | -18.6% | -23.5% |
| 1Y | +36.7% | +20.6% | +16.1% | +4.9% |
| All | +1,284.2% | +82.3% | +1,201.9% | +685.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling