+107.7%
COST vs ETN
+185.4%
-77.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.4% |
| 7D | -1.2% | +3.5% | -4.7% | -1.8% |
| 30D | -4.7% | -7.5% | +2.8% | -3.6% |
| 3M | -7.1% | +8.3% | -15.4% | -9.2% |
| 6M | -8.5% | +20.2% | -28.7% | -13.4% |
| YTD | +5.4% | +34.7% | -29.3% | -3.3% |
| 1Y | -5.6% | +19.4% | -25.1% | -11.2% |
| 3Y | +68.5% | +85.5% | -17.0% | +29.8% |
| All | +107.7% | +185.4% | -77.7% | +26.5% |
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