+85.5%
ETN vs CARR
+1.4%
+84.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.1% |
| 7D | +3.5% | -3.8% | +7.3% | +5.8% |
| 30D | -7.5% | -8.9% | +1.4% | -2.4% |
| 3M | +8.3% | -17.3% | +25.6% | +20.6% |
| 6M | +20.2% | -1.4% | +21.6% | +20.4% |
| YTD | +34.7% | +10.0% | +24.7% | +26.7% |
| 1Y | +19.4% | -6.4% | +25.8% | +22.6% |
| 3Y | +85.5% | +1.5% | +84.0% | +80.1% |
| All | +85.5% | +1.4% | +84.1% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling