-5.5%
ETN vs CAH
+38.5%
-44.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.6% | -13.4% | -9.3% |
| 7D | -10.1% | +7.0% | -17.1% | -9.3% |
| 30D | -18.4% | +12.4% | -30.7% | -17.2% |
| 3M | -20.4% | +12.2% | -32.6% | -19.3% |
| 6M | -16.0% | +33.2% | -49.2% | -14.5% |
| YTD | +11.8% | +28.4% | -16.6% | +13.8% |
| 1Y | -5.5% | +35.0% | -40.5% | -4.5% |
| All | -5.5% | +38.5% | -44.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling