-5.5%
ETN vs CAPR
+47.4%
-52.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +8.3% | -18.1% | -9.9% |
| 7D | -10.1% | +43.2% | -53.3% | -10.2% |
| 30D | -18.4% | +14.7% | -33.0% | -18.4% |
| 3M | -20.4% | +113.9% | -134.3% | -20.7% |
| 6M | -16.0% | -73.4% | +57.4% | -15.7% |
| YTD | +11.8% | -69.1% | +80.9% | +12.1% |
| 1Y | -5.5% | +47.2% | -52.7% | -6.5% |
| All | -5.5% | +47.4% | -52.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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