+3,860.6%
CLS vs ETN
+185.4%
+3,675.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.6% | +2.4% |
| 7D | +10.9% | +3.5% | +7.4% | +7.1% |
| 30D | +2.1% | -7.5% | +9.6% | +11.0% |
| 3M | -10.2% | +8.3% | -18.5% | -18.8% |
| 6M | +30.4% | +20.2% | +10.2% | +6.2% |
| YTD | +17.2% | +34.7% | -17.4% | -17.0% |
| 1Y | +41.0% | +19.4% | +21.6% | +15.3% |
| 3Y | +1,338.0% | +85.5% | +1,252.5% | +773.1% |
| All | +3,860.6% | +185.4% | +3,675.2% | +1,538.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling