+0.8%
ETN vs CF
+50.1%
-49.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +3.6% | +4.8% | -1.2% | +4.7% |
| 30D | -13.4% | +4.7% | -18.1% | -12.2% |
| 3M | -21.9% | +7.4% | -29.3% | -20.3% |
| 6M | -12.8% | +0.6% | -13.4% | -11.8% |
| YTD | +12.1% | +64.1% | -52.0% | +8.8% |
| 1Y | +0.8% | +51.4% | -50.6% | -1.5% |
| All | +0.8% | +50.1% | -49.2% | -1.5% |
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