-5.5%
ETN vs CARR
-1.4%
-4.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.4% | -10.2% |
| 7D | -10.1% | -0.7% | -9.5% | -9.8% |
| 30D | -18.4% | +0.3% | -18.7% | -18.6% |
| 3M | -20.4% | -14.9% | -5.5% | -12.6% |
| 6M | -16.0% | -14.9% | -1.1% | -7.7% |
| YTD | +11.8% | +7.0% | +4.8% | +8.6% |
| 1Y | -5.5% | -1.8% | -3.7% | -4.0% |
| All | -5.5% | -1.4% | -4.1% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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