+20,513.9%
ETN vs CAG
+594.9%
+19,919.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.0% |
| 7D | +8.0% | -5.3% | +13.3% | +9.3% |
| 30D | -5.9% | +1.0% | -6.9% | -6.3% |
| 3M | +5.0% | +17.4% | -12.4% | +0.4% |
| 6M | +22.4% | -16.8% | +39.2% | +26.2% |
| YTD | +33.6% | -6.8% | +40.4% | +33.9% |
| 1Y | +22.1% | -15.4% | +37.5% | +24.8% |
| 3Y | +85.6% | -37.1% | +122.7% | +99.2% |
| 5Y | +179.2% | -41.3% | +220.5% | +203.0% |
| 10Y | +687.3% | -35.5% | +722.8% | +694.3% |
| All | +20,513.9% | +594.9% | +19,919.0% | +12,229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling