+4,005.7%
CMG vs ETN
+1,983.9%
+2,021.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.9% |
| 7D | -3.8% | +3.0% | -6.9% | -5.1% |
| 30D | +12.9% | -10.9% | +23.8% | +18.1% |
| 3M | +18.8% | +9.2% | +9.5% | +12.3% |
| 6M | +4.1% | +13.9% | -9.9% | -4.9% |
| YTD | -2.4% | +29.5% | -31.9% | -16.2% |
| 1Y | -6.7% | +14.2% | -20.9% | -15.8% |
| 3Y | -7.1% | +79.9% | -87.0% | -34.9% |
| 5Y | -5.0% | +175.7% | -180.6% | -46.4% |
| 10Y | +323.5% | +693.2% | -369.7% | +33.7% |
| All | +4,005.7% | +1,983.9% | +2,021.8% | +523.3% |
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 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