+706.7%
ETN vs CAG
-36.2%
+742.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.0% |
| 7D | +3.5% | -5.7% | +9.2% | +4.1% |
| 30D | -7.5% | -2.4% | -5.1% | -7.4% |
| 3M | +8.3% | +9.8% | -1.5% | +6.8% |
| 6M | +20.2% | -10.8% | +31.0% | +21.6% |
| YTD | +34.7% | -10.8% | +45.5% | +36.0% |
| 1Y | +19.4% | -19.0% | +38.4% | +22.0% |
| 3Y | +85.5% | -39.7% | +125.2% | +94.9% |
| 5Y | +186.6% | -43.0% | +229.6% | +203.7% |
| All | +706.7% | -36.2% | +742.8% | +714.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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