+78.4%
ETN vs CG
+44.6%
+33.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | +3.0% | -9.8% | +12.8% | +7.5% |
| 30D | -10.9% | -10.3% | -0.6% | -7.0% |
| 3M | +9.2% | -1.7% | +10.9% | +9.5% |
| 6M | +13.9% | -9.8% | +23.7% | +17.7% |
| YTD | +29.5% | -25.6% | +55.1% | +44.2% |
| 1Y | +14.2% | -32.5% | +46.7% | +32.1% |
| All | +78.4% | +44.6% | +33.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling