+190.4%
ETN vs CG
-2.7%
+193.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.6% |
| 7D | +3.5% | -9.9% | +13.4% | +7.7% |
| 30D | -7.5% | -11.7% | +4.1% | -3.3% |
| 3M | +8.3% | -4.3% | +12.6% | +9.7% |
| 6M | +20.2% | -8.8% | +28.9% | +23.4% |
| YTD | +34.7% | -26.9% | +61.5% | +49.6% |
| 1Y | +19.4% | -35.4% | +54.9% | +38.8% |
| 3Y | +85.5% | +43.0% | +42.5% | +55.5% |
| All | +190.4% | -2.7% | +193.2% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling