+1,681.7%
ETN vs CF
+5,449.8%
-3,768.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | -9.6% | +4.8% | -14.3% | -10.8% |
| 30D | -17.6% | +9.7% | -27.3% | -20.0% |
| 3M | -20.4% | +1.2% | -21.6% | -21.5% |
| 6M | -11.6% | +7.4% | -18.9% | -15.0% |
| YTD | +12.1% | +60.5% | -48.4% | -6.6% |
| 1Y | -5.9% | +50.7% | -56.6% | -20.3% |
| 3Y | +65.1% | +64.8% | +0.3% | +32.3% |
| 5Y | +121.7% | +115.8% | +6.0% | +53.0% |
| 10Y | +529.5% | +481.0% | +48.5% | +197.0% |
| All | +1,681.7% | +5,449.8% | -3,768.1% | +298.5% |
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 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