+1,966.6%
ETN vs CF
+5,948.3%
-3,981.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +4.3% |
| 7D | +2.0% | +6.0% | -4.0% | +0.2% |
| 30D | -7.9% | +14.8% | -22.8% | -11.8% |
| 3M | -1.6% | +14.1% | -15.7% | -6.1% |
| 6M | +16.9% | +28.5% | -11.7% | +5.1% |
| YTD | +30.1% | +74.9% | -44.9% | +6.5% |
| 1Y | +19.3% | +61.7% | -42.4% | -0.4% |
| 3Y | +82.5% | +80.3% | +2.2% | +43.2% |
| 5Y | +166.8% | +226.0% | -59.1% | +62.0% |
| 10Y | +649.7% | +569.9% | +79.9% | +240.6% |
| All | +1,966.6% | +5,948.3% | -3,981.7% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling