+20,176.5%
ETN vs CAH
+14,635.5%
+5,541.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +6.2% | -2.2% | +8.5% | +6.8% |
| 30D | -6.7% | +1.2% | -7.9% | -7.0% |
| 3M | +3.6% | +13.1% | -9.5% | +0.1% |
| 6M | +18.3% | +8.5% | +9.8% | +15.1% |
| YTD | +31.5% | +17.6% | +13.8% | +24.8% |
| 1Y | +20.6% | +60.7% | -40.1% | +4.7% |
| 3Y | +82.5% | +183.2% | -100.6% | +34.3% |
| 5Y | +177.8% | +402.2% | -224.4% | +73.4% |
| 10Y | +705.0% | +302.3% | +402.7% | +409.3% |
| All | +20,176.5% | +14,635.5% | +5,541.0% | +8,126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling