+177.8%
ETN vs CFG
+99.7%
+78.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | +6.2% | -0.6% | +6.8% | +6.5% |
| 30D | -6.7% | -4.5% | -2.1% | -5.0% |
| 3M | +3.6% | +6.3% | -2.7% | +0.9% |
| 6M | +18.3% | +20.6% | -2.3% | +9.7% |
| YTD | +31.5% | +21.2% | +10.2% | +21.3% |
| 1Y | +20.6% | +38.2% | -17.6% | +5.6% |
| 3Y | +82.5% | +185.9% | -103.4% | +21.0% |
| 5Y | +177.8% | +97.0% | +80.8% | +111.0% |
| All | +177.8% | +99.7% | +78.1% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling