+3,419.7%
CLS vs ETN
+5,837.8%
-2,418.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +3.7% |
| 7D | +12.8% | +8.0% | +4.7% | +7.0% |
| 30D | +3.8% | -5.9% | +9.7% | +8.4% |
| 3M | -14.6% | +5.0% | -19.6% | -17.9% |
| 6M | +32.2% | +22.4% | +9.8% | +15.9% |
| YTD | +11.6% | +33.6% | -22.0% | -8.4% |
| 1Y | +35.1% | +22.1% | +12.9% | +19.3% |
| 3Y | +1,312.5% | +85.6% | +1,227.0% | +929.4% |
| 5Y | +3,542.1% | +179.2% | +3,362.8% | +1,944.3% |
| 10Y | +2,944.0% | +687.3% | +2,256.7% | +783.6% |
| All | +3,419.7% | +5,837.8% | -2,418.2% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling