+706.7%
ETN vs CCI
+23.6%
+683.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.4% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -7.5% | +2.2% | -9.8% | -8.1% |
| 3M | +8.3% | -16.9% | +25.2% | +13.1% |
| 6M | +20.2% | -11.5% | +31.7% | +22.4% |
| YTD | +34.7% | -12.8% | +47.5% | +37.4% |
| 1Y | +19.4% | -17.1% | +36.5% | +23.6% |
| 3Y | +85.5% | -9.6% | +95.1% | +78.6% |
| 5Y | +186.6% | -48.9% | +235.5% | +242.9% |
| All | +706.7% | +23.6% | +683.1% | +708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling