+544.6%
ETN vs CFG
+216.2%
+328.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +3.6% | +3.2% | +0.4% | +2.2% |
| 30D | -13.4% | +5.1% | -18.5% | -15.4% |
| 3M | -21.9% | -11.2% | -10.7% | -17.9% |
| 6M | -12.8% | +9.6% | -22.3% | -16.8% |
| YTD | +12.1% | +15.0% | -2.9% | +4.4% |
| 1Y | +0.8% | +29.9% | -29.0% | -11.1% |
| 3Y | +64.5% | +192.1% | -127.6% | -1.3% |
| 5Y | +121.7% | +62.3% | +59.4% | +66.8% |
| All | +544.6% | +216.2% | +328.4% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling