+193.6%
COP vs ETN
+171.0%
+22.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | +1.0% | +3.0% | -2.1% | +0.4% |
| 30D | +9.6% | -10.9% | +20.5% | +11.8% |
| 3M | +15.0% | +9.2% | +5.8% | +11.9% |
| 6M | +21.8% | +13.9% | +7.8% | +16.0% |
| YTD | +49.6% | +29.5% | +20.1% | +37.2% |
| 1Y | +49.9% | +14.2% | +35.7% | +41.7% |
| 3Y | +22.6% | +79.9% | -57.3% | -3.0% |
| 5Y | +193.6% | +175.7% | +17.9% | +95.7% |
| All | +193.6% | +171.0% | +22.6% | +95.7% |
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