-5.5%
ETN vs CFG
+34.2%
-39.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.4% | -12.2% | -10.7% |
| 7D | -10.1% | +1.8% | -11.9% | -10.7% |
| 30D | -18.4% | +3.3% | -21.7% | -19.4% |
| 3M | -20.4% | -9.8% | -10.6% | -17.0% |
| 6M | -16.0% | +5.2% | -21.2% | -18.9% |
| YTD | +11.8% | +16.1% | -4.3% | +0.5% |
| 1Y | -5.5% | +33.7% | -39.2% | -25.3% |
| All | -5.5% | +34.2% | -39.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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