+706.7%
ETN vs CG
+314.7%
+391.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.7% |
| 7D | +3.5% | -9.9% | +13.4% | +8.2% |
| 30D | -7.5% | -11.7% | +4.1% | -2.8% |
| 3M | +8.3% | -4.3% | +12.6% | +9.8% |
| 6M | +20.2% | -8.8% | +28.9% | +23.7% |
| YTD | +34.7% | -26.9% | +61.5% | +51.2% |
| 1Y | +19.4% | -35.4% | +54.9% | +40.9% |
| 3Y | +85.5% | +43.0% | +42.5% | +49.1% |
| 5Y | +186.6% | +1.9% | +184.7% | +153.1% |
| All | +706.7% | +314.7% | +391.9% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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