+322.0%
CMG vs ETN
+730.7%
-408.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.1% |
| 7D | -2.1% | +3.5% | -5.6% | -3.2% |
| 30D | +10.9% | -7.5% | +18.4% | +13.5% |
| 3M | +15.8% | +8.3% | +7.5% | +11.2% |
| 6M | +6.9% | +20.2% | -13.2% | -2.4% |
| YTD | -2.2% | +34.7% | -36.8% | -14.8% |
| 1Y | -7.1% | +19.4% | -26.5% | -15.8% |
| 3Y | -7.1% | +85.5% | -92.6% | -31.8% |
| 5Y | -4.8% | +186.6% | -191.4% | -42.5% |
| All | +322.0% | +730.7% | -408.7% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling