+20.6%
ETN vs CF
+65.9%
-45.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -1.2% |
| 7D | +6.2% | -0.8% | +7.1% | +6.1% |
| 30D | -6.7% | +14.3% | -21.0% | -4.6% |
| 3M | +3.6% | +27.9% | -24.2% | +7.3% |
| 6M | +18.3% | +25.5% | -7.2% | +19.5% |
| YTD | +31.5% | +81.2% | -49.7% | +26.3% |
| 1Y | +20.6% | +66.5% | -45.9% | +17.6% |
| All | +20.6% | +65.9% | -45.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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